In a medium bowl, season the scallops all over with salt and pepper. Drizzle with canola oil and gently mix to coat each piece thoroughly. Thread the scallops on metal skewers, about 4 to 5 apiece; refrigerate until you're ready to grill.
Halve the avocados, discard the pits, then cut each avocado half in half again, creating 4 pieces per avocado. Peel the avocados, then dice into medium-sized pieces. Transfer to a medium bowl and squeeze ½ of the lemon over.
Halve the tomatoes; add to the bowl with the avocados. Add the onion, cilantro, serrano, cumin and coriander. Squeeze the other lemon half over, drizzle with the olive oil and gently toss. Taste and season with salt and pepper.
Prepare a charcoal or gas grill for high heat, making sure to clean the grates and lightly slick them with a kitchen rag or brush dipped in canola oil (alternatively heat a grill pan on the stove over high heat and drizzle 2 tablespoons of oil over). Once the grill is hot, grill the scallops on the skewers, undisturbed, until the scallops are golden brown to lightly charred and have grill marks, about 3 minutes. Carefully flip and repeat on the other side. Transfer to a serving platter.
Serve the scallops immediately with the avocado salsa.