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Step 1
Cut one lemon into wedges. (Reserve remaining half lemon for dressing.)
Step 2
Prepare ice bath for shrimp.
Step 3
Bring 2 quarts water, lemon wedges and kosher salt to boil in a large pot over medium-high heat. Add shrimp and cook uncovered 2 to 3 minutes, until just cooked through. Transfer with slotted spoon to ice bath.
Step 4
When shrimp are cool, lift out of ice bath with slotted spoon. Pat dry and add to large salad bowl.
Step 5
To a separate bowl add mayonnaise, Dijon mustard, capers, dill, and shallot. Squeeze remaining lemon half over (about 1 tablespoon of fresh juice). Whisk until well combined. Season to taste with pepper.
Step 6
Add celery to shrimp in salad bowl. Spoon mayonnaise mixture over and gently toss to coat evenly.
Step 7
If desired, line 6 individual serving bowls or salad plates with butter lettuce leaves.
Step 8
Divide shrimp salad among 6 bowls or plates and serve.