Cut scallops into 3 sections horizontally. In a nonreactive bowl, combine scallops, lime juice, and grapefruit juice. Cover and refrigerate for 2 hours.
Plate scallops, blood orange slices, and grapefruit in alternating layers. Toss baby fennel in remaining citrus marinade and season with a pinch of salt. Layer on top of scallops and drizzle avocado oil over top. Garnish with cilantro, fennel pollen, and jalapeño slices.