Season the cheese. Sprinkle 2 portions (each approx. 4 tbsp) in a circular shape (approx. 16 cm in diameter) on a baking tray lined with baking paper.
Bake for 4-5 mins. in the centre of an oven preheated to 200 °C until the cheese has melted and turned golden yellow. Remove from the oven, quickly and carefully separate from the baking paper, place over the base of 2 small upturned bowls, press down gently, leave to cool. Place the baskets on a cooling rack until ready to serve. Repeat the process with the remaining cheese.
Slice off the top and bottom of the grapefruit, then peel all round the fruit down to the flesh. Using a sharp knife, cut out the segments between the white membranes and retain the juice (approx. 3 tbsp). Set aside the grapefruit segments. Combine the vinegar and oil with the grapefruit juice. Add the shallot and chervil, season. Divide the lettuce between the cheese baskets, drizzle with half of the salad dressing. Combine the reserved grapefruit segments and avocado slices with the rest of the dressing, arrange in the cheese baskets. Serve immediately.