In a medium bowl, whisk together the first 6 ingredients until well blended. Season with cayenne, salt, and pepper to taste. Refrigerate in a covered container. When ready to use, whisk again.
In a large mixing bowl, combine the romaine, baby lettuces, bell peppers, onions, olives, cucumber, tomatoes, cheeses, and Greek Salad Dressing. Toss until blended. Season with salt and pepper. Divide and mound onto 4 chilled salad plates.
In a medium bowl, toss together the shrimp and Shrimp Dressing. Arrange 8 shrimp halves over and around salad mound. Top with pine nuts and garnish with dill sprigs.
In a 10-inch skillet or saute pan, heat the oil. Add the onion and cook over medium heat, stirring frequently, until lightly browned, about 15 minutes. Add the vinegar and cook 1 minute longer. Season with salt and pepper, to taste.
Cool the onion and transfer to a covered container. Refrigerate and use as needed.
In a medium bowl, whisk together the dill, parsley, thyme, yogurt, garlic, mustard, vinegar, lemon juice, salt, and pepper. Slowly whisk in the oil, and when emulsified, season with sugar to taste.
Refrigerate in a covered container. When ready to use, whisk again.
* To toast pine nuts, place the nuts in a small skillet in a single layer. Over low heat, toast until lightly golden, stirring often to prevent burning. This takes 3 or 4 minutes. Drain on paper towels.
Recipe courtesy Wolfgang Puck, "Pizza, Pasta & More!," Random House, 2000