1. Peel shrimp, and devein, if desired.
2. Cut yellow squash and zucchini lengthwise into thin strips using a vegetable peeler.
3. Whisk together oil and next 4 ingredients in a large bowl; add vegetable strips, and toss gently to coat.
4. Cut 4 (15- x 12-inch) pieces of parchment paper or aluminum foil; fold in half lengthwise.
5. Trim each into a heart shape.
6. Place hearts on 2 baking sheets.
7. Coat 1 side of each with vegetable cooking spray.
8. Layer shrimp, vegetable mixture, avocado, tomato halves, and thyme sprigs evenly on 1 side of each heart coated with cooking spray.
9. Drizzle with remaining oil mixture.
10. Fold over remaining half of paper.
11. Pleat and crimp edges together to seal.
12. Bake at 400° for 10 minutes.
13. Cut an X in the top of each paper packet, and serve immediately.

*Large avocados are recommended for this recipe. A large avocado averages about 8 ounces. If using smaller or larger size avocados adjust the quantity accordingly.