I agree that figs and olives are a pretty good bet here.
I've never grown avocados so I can't comment on those.
A lot of people in my area also use the 2 pallet method for protection against the prevailing wind.
I've recently planted a quite tall Australian Almond, without protection, staked, and the existing leaves are holding well and new ones developing.
I planted an Apricot tree today. Not sure it's going to survive as when I removed it from it's pot it only had one small root. It's staked and I immediately completely surrounded it with shade cloth and put a layer over the top as well:
Citrus: I've planted about 10 trees over the last 6 months. All have been staked but none have specific individual wind protection. I weighed the pros and cons and decided to let them take their chances. Some citrus trees in other gardens in Tindaya have pallet protection, some don't, all seem to
fruit well. Most of mine lost a lot of their existing leaves and some trees have had a bit of dieback, all but one look to be recovering. I think we had a calima just at the wrong time. However, if I had provided protection from the prevailing wind it would have served no purpose during a calima which is normally from the opposite direction. I was advised to water them from the depuradora system but my system doesn't extend to that area of the garden - I'm trying to work out a good fertiliser regime. I have concerns that our desal water from the mains contains little or no calcium and magnesium so I'll try to supplement that. I really need to get a full analysis done with a testing company to know what I'm actually dealing with. (I've been reading online reports about the quality/composition of desal water in Israel who are big users of desal.)
Nectarine - I've done the prep and will be planting it tomorrow. I've constructed a kind of pergola with a shade netting roof for protection from the midday sun. I'll see how it goes, I may be able to/hope to, remove this shading after the first year.
Blackberry (thornless) - not sure where it's going yet. No point in one with thorns as it would rip itself to bits!
Overall, if you can provide some wind protection I think you should do well but do remember that the wind also cools the plants so don't wrap them up so well that they bake! Make sure the ground drains well - you need to attain a happy median where the ground is moist and the roots never dry out, without them getting soggy!
Good luck and let us know what you plant and how it goes.