Bring 5 quarts of water, 3 tablespoons salt, and the lemon to a boil in a large saucepan. Add half the shrimp and reduce the heat to medium. Cook uncovered for only 3 minutes or until the shrimp are barely cooked through. Remove with a slotted spoon to a bowl of cold water. Bring the water back to a boil and repeat with the remaining shrimp. Let cool; then peel, and devein the shrimp.
In a separate bowl, whisk together the mayonnaise, mustard, wine or vinegar, 1 teaspoon salt, pepper, and dill. Combine with the peeled shrimp. Add the red onion and celery and check the seasonings. Serve or cover and refrigerate for a few hours.
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