Add all ingredients for the avocado aioli into a food processor and blend until smooth. Cover and keep refrigerated until used.
Preheat a well-oiled grill over MEDIUM-HIGH heat. In a large bowl, combine prawns with spices, salt and oil.
Add seasoned prawns to grill and cook for 3-4 minutes on one side then flip over. Cook for another 2-3 minutes before basting with Stubb's Original BBQ Sauce.
Butter both sides of your crusty baguette and place buttered-side down on the grill to warm slightly.
Once prawns are cooked and baguette is warm, remove from grill. Spread some of the Avocado Aioli on both sides of the crusty baguette. Add rocket to the baguette then top with cooked prawns.