Heat the butter and oil in a saucepan, and add the spring onions and baby gem. Cook for a few minutes until the onions are fragrant and the lettuce is just beginning to caramelize on the edges. Add the next 6 ingredients (avocado to pesto), and bring to a gentle simmer. Use your wooden spoon to mash the avocado a little.
After about five minutes, remove from the heat and use an immersion blender to blend the soup until smooth. Be thorough - you don't want any lumps remaining. Season to taste, and return to the heat if necessary.
Serve topped with the feta cheese and, if desired, more black pepper and parsley.