In a large bowl toss shrimp with orange zest and juice, ¼ cup cilantro, 2 tablespoons lime juice, garlic, 1 tablespoon oil, salt, and pepper. Cover and refrigerate for at least 1 and up to 3 hours.
Cut off top and bottom of pineapple, then cut off skin. Cut pineapple into ½” thick rounds, then cut each round into 4 wedges, and cut out the core.
Preheat oven to 425°F. Lightly oil 2 large rimmed baking sheets.
Remove shrimp from marinade, allowing excess to drip off. Place shrimp on one baking sheet, spreading it out in a single layer. On second baking sheet toss pineapple with remaining 1 tablespoon oil and spread in a single layer.
Roast shrimp until cooked through, about 8 minutes. Roast pineapple, turning the pieces once, until softened and starting to brown around the edges, about 20 minutes.
To assemble, lay wraps flat on a countertop. Top with spinach, roasted pineapple, shrimp, avocado, and remaining ¼ cup cilantro. Fold in sides of wraps, then roll up tightly. Wrap in parchment paper and cut in half to serve.
Reserve any leftover roasted pineapple for another use.