Place avocado in a small food processor. Process until smooth. Transfer to a medium bowl. Stir in lemon juice. Add prawn. Stir until well combined. Season.
Using an 8cm round cutter, cut 1 round from each bread slice. Spread 1 slice of each round with butter.
Place 1 tablespoon prawn mixture in the centre of 1 round. Top with 1 round, butter-side down. Press the edges together to seal. Repeat with remaining rounds and prawn mixture. Cut pillows in half, to serve.