Clean and de-vein shrimp. Cut lemon in half and squeeze a tablespoon of lemon juice out and set it aside for the shrimp salad.
Bring water to boil, squeeze in lemon juice from lemon halves and throw in the halves as well. Add bay leaves, dill weed sprigs, salt, and peppercorns. Mix well and simmer for a few minutes.
Add shrimp to the pot and cook until just turned pink and opaque. (Depending on the size, it will take about 2-3 minutes.)
Take shrimp out and let them cool until easy to handle.
Shrimp salad:
Dice shrimp and add them to a mixing bowl.
Add diced celery, scallions, mayo, apple cider vinegar, lemon juice, herbs, and spices. Mix everything very well.
You can refrigerate shrimp salad for a couple of hours to chill or serve it at room temperature.
Shrimp Rolls:
Preheat the oven broiler on low and brush hot dog buns with melted butter. Pull them apart very gently and brush some butter on the inside as well.
Place buttered buns on a baking sheet and let them brown under the broiler. Don’t place it too close to the broiler so the buns don’t burn.
Divide shrimp salad evenly among the warm rolls and serve with some lemon wedges on the side.
Video
Notes
Make Ahead: You can prepare shrimp salad a day before and then just make shrimp rolls the next day. With that in mind, I don’t recommend making shrimp salad more than a day ahead.
Using Pre-Cooked Shrimp: you can use pre-cooked shrimp (like ones that come in a cocktail shrimp platter). But remember, that shrimp is steamed or boiled without any additional flavor, so the shrimp salad will not be as flavorful. If you can, do cook them at home in a flavored boiling water. It will only take a few extra minutes.