Twine should work, maybe a support (stick propping it up), or you could try to use wire and shape it like a branch on a bonsai.
If you decide to just try and tie it up, I'd suggest some padding so the string won't rub off the bark.
With wire you have to make sure you remove it soon enough so it doesn't scar the branch as it thickens. Unless you have a specific shape in mind, I'd say the wire is overkill though.
Be gentle when bending, you should not force it too far all in one go. It sounds like a younger branch though, so if it isn't woody yet I should be quite elastic...
If you just want to limit it from going further in that direction, you could just pinch off the tip of that branch. That should either make I produce secondary branches, or put the energy into a different direction.
Saying 'should' because most trees do that, but I haven't tried it with avocado yet.