Fill a large pot with 6 cups of water. Add lemon zest. Squeeze lemon juice into the water. Toss lemon wedges into the water. Add vinegar, salt and sugar. Bring to a rapid boil.
While the water is boiling, prepare a medium bowl with ice water. Set aside. Once rapidly boiling remove the pot from heat and add shrimp. Let the shrimp sit until completely opaque. About 3 minutes.
Use a slotted spoon and transfer cooked shrimp into a bowl of ice water. Dip the shrimp into the ice water. Transfer onto a plate and dry off any excess moisture with a paper towel. Remove the tails.
Making Shrimp Salad
Add mayonnaise and dijon mustard into a large bowl and whisk until creamy. Add celery, red onion, cucumber, and dill. Mix well. Add shrimp and toss to coat.