Shrimp Cocktail with Marie Rose Sauce

1/4 cup mayonnaise

1 tablespoon ketchup

1 tablespoon fresh lemon juice

1 tablespoon snipped chives

2 teaspoons horseradish, preferably finely grated fresh

1/4 teaspoon brandy

Kosher salt and freshly ground pepper

1 pound shelled and deveined cooked large shrimp

1 cup shredded iceberg lettuce

1 Hass avocado, thinly sliced

2 tablespoons canned fried onions

Toasted baguette slices, for serving