Cut one lemon into wedges. (Reserve remaining half lemon for dressing.)
Prepare ice bath for shrimp.
Bring 2 quarts water, lemon wedges and kosher salt to boil in a large pot over medium-high heat. Stir in shrimp and cover; remove from heat and let stand until just cooked through, about 3 minutes. Transfer with slotted spoon to ice bath.
When shrimp are cool, lift out of ice bath with slotted spoon. Pat dry and add to large salad bowl.
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.
Add celery to shrimp in salad bowl. Spoon mayonnaise mixture over and gently toss to coat evenly.
If desired, line 6 individual serving bowls or salad plates with butter lettuce leaves.
Divide shrimp salad among 6 bowls or plates and serve.
Note that you'll need 1 ½ lemons for this recipe - one for the shrimp boiling water and another ½ for the dressing.
Instead of serving shrimp salad over lettuce leaves, you can make shrimp salad sandwiches on soft bread (like brioche buns) or make a shrimp pasta salad by tossing shrimp salad with 4 cups of short pasta (8 ounces) like bow-tie (farfalle) or medium shell and extra lemon juice and zest.