Cook the rice either in a rice cooker or on the stovetop. For the stovetop method: First, wash the rice well until the water comes out clear. Drain it and add it to a pot. Cover it with water and add a pinch of salt. Bring it to a boil. Once boiling, reduce the heat to a simmer and simmer it for about 10 minutes. Cover it and let it sit for about 10 minutes. Afterwards, remove the lid, and fluff up the rice, stirring in a tablespoon of butter and a pinch of salt to taste.
Make the Avocado-Yogurt Sauce. While the rice is cooking, make the avocado yogurt sauce. Scoop the avocado flesh and blend it with the minced garlic, yogurt, lemon juice, and a pinch of salt and pepper. Taste after blending and season to taste.
Sauté the mushrooms. To a sauté pan or frying pan over medium-high heat, add the oil and butter. Add the thinly sliced mushrooms and a pinch of salt and black pepper. Sauté them until golden and almost cooked through. (about 5-6 minutes). Add the minced garlic and sauté for 30 seconds. Turn the heat off and add the lemon juice.
Cook the Shrimp. Heat a frying pan over medium-high heat and add the oil. Season the shrimp with salt and pepper and add to the hot pan, cooking on the first side until sides start turning opaque and the center is a touch translucent (about 2 minutes). Add the butter and minced garlic. Flip and cook until fully opaque, about 1-2 minutes more, depending on the type and size of shrimp. Remove the pan from the heat, add the lemon juice, and transfer the shrimp to a plate. Sprinkle the minced Kalamata olives and minced fresh parsley.
Assemble the shrimp bowl. Divide the rice among the bowls. Top with the warm garlic shrimp (spoon the lemon butter sauce all over the bowl). Add the sautéed mushrooms, crumbled feta, and avocado sauce. Serve immediately.