In a medium bowl, add lemon zest, lime zest, lemon juice, lime juice, honey, garlic, cayenne pepper, olive oil and sea salt and freshly ground black pepper to taste. Stir to combine.
Pour half of the vinaigrette over chicken and place in the refrigerator for 30 minutes to marinate.
On an indoor or outdoor grill, grill chicken over medium high heat for 5 to 6 minutes per side until the chicken is cooked through. Cut into thin strips.
In a large bowl, add arugula, tomatoes, avocado and chicken and toss with remaining vinaigrette.