Grate 1/2 tsp. zest from the lime, then halve and squeeze enough juice to measure 4 tsp. In a small bowl, whisk the zest, 1 tsp. juice, mayonnaise, sour cream and 2 tsp. water; Season with salt and pepper. Cover and chill.
In a medium bowl, whisk the remaining 3 tsp. lime juice, 1 tbsp. oil, sugar and chili powder. Add the shrimp; toss to coat. Let marinate, stirring occasionally, 30 minutes.
Heat a grill or grill pan over medium-high. On a baking sheet, coat the onion, corn and zucchini with the remaining 2 tbsp. oil; season. Grill, turning occasionally, until tender and charred in spots, 6 to 8 minutes for the onion and zucchini and about 13 minutes for the corn. Cut the zucchini into 1-inch pieces. Cut the kernels from the cob. Grill the shrimp, turning once, until just opaque in the center, 4 to 5 minutes.
In a large bowl, combine the lettuce, avocado, vegetables and shrimp. When you sit down for your picnic, plate and top with the dressing and pepitas.