Whisk together the mayonnaise, mustard, Worcestershire and lemon zest in a medium bowl. Set aside half of the mustard sauce in a small bowl for topping the cocktail.
Gently toss the crab, 1/2 cup of the tomatoes and the avocado with the remaining sauce. Season with salt.
Arrange the lettuce leaves in 4 to 6 martini glasses. Spoon the crab salad on top. Garnish with a dollop of the reserved sauce, the remaining tomatoes and lemon wedges.