Bring five quarts of water, three tablespoons of salt and the lemon to a boil in a large saucepan.
Mix in half the shrimp and reduce the heat to medium.
Cook uncovered for three minutes... or until the shrimp are scarcely cooked through.
Remove with a slotted spoon to a bowl of cold water. Bring this 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 mayonnaise, mustard, wine or vinegar, a teaspoon of salt, pepper and dill.
Combine with the peeled shrimp.
Add in the red onion and celery and check the seasonings.