Avocado, is in the same class of trees as the Eastern White Pine. Not all trees make passable bonsai. There is nothing wrong with trying bonsai techniques on an Avocado, who knows? Maybe you will get lucky, like Vance Hanna who has "the only EWP that looks good as a bonsai". Maybe one in ten thousand EWP end up making decent bonsai. Who knows, you might end up being the first to have a decent Avocado bonsai.
So keep trying.
But do yourself a favor, get a Pomegranate, or a Shimpaku juniper, or a Chinese elm, and work these trees alongside your Avocado. Put the same effort into these other species as you put into the Avocado. Time will quickly reveal which is easier and quicker, and more responsive to work with as bonsai. Avocado just doesn't work well as bonsai. But you might get lucky.