Pit and peel the avocado. Slice it into thin pieces. Place them in a bowl and pour the lemon juice over the slices to prevent them from turning brown.
Place a bamboo sushi mat on a flat work surface with the slats running horizontally from left to right when facing you. Place a sheet of plastic wrap on the mat. Then, lay a sheet of toasted nori, shiny side facing down on top of the plastic wrap.
Have a small bowl of water nearby to dip your fingertips into. Using damp fingers, spread 3/4 to 1 cup of the seasoned and cooled sushi rice on the nori, leaving about 1 inch of empty space at the edge farthest away from you. Press the rice down into an even layer.
Lay 1/4 of the sliced shrimp horizontally, end to end, in the upper 1/3 of the rice closest to you.
Just above and next to the shrimp, layer a few slices of avocado. Follow that with a few strips of cucumber.
Start rolling the edge of the mat that is closest to you over the shrimp, avocado, and cucumber, pressing a little firmly. Keep rolling until you reach the empty edge of the nori. Wet this edge with a little water so it will seal well. Continue to roll until the maki is sealed into a log shape.
Remove the roll from the plastic and mat and place it on a clean cutting board. Repeat steps 3, 4, and 5 to assemble the remaining 3 rolls.
Using a small-toothed serrated knife or a very sharp chef’s knife, slice each roll into 8 equal pieces.
Transfer the sushi roll slices, cut side facing up, to a serving platter. Place the wasabi, pickled ginger, and soy sauce in individual ramekins for serving. Serve right away or store in a sealed container in the fridge to enjoy later.