Thaw the shrimp well under cold water inside the bag. Once thawed, rinse and pat dry with paper towel. Season with salt and pepper.
Using a skillet, sauté the shrimp in olive oil for 3-4 minutes each side, or until it turns pink. Remove from heat, reserve. When cold, chop shrimp and reserve a couple to garnish the glass.
In a mixing bowl, thoroughly combine Creme Fraiche, ketchup, cognac, salt, pepper, sugar, and hot sauce. Mix well until blended. Add lime juice, mix well. Reserve.
Trim ends of endives and chop them. Dice avocado.
Arrange endives, avocado, and shrimp on a serving glass. Top it with cocktail sauce.
Add two endive leaves and garnish the glass with the shrimp.
Sprinkle dill and serve cold.