- In a large Dutch oven, bring 5 quarts water, lemon and 2 tablespoons salt to a boil.
- Add shrimp, reduce heat to medium, and cook, uncovered, 3 minutes, or until shrimp are just cooked through.
- Using a slotted spoon, transfer to a large bowl of ice water.
- Let cool; peel and devein.
- In a large bowl, stir together mayonnaise, mustard, wine, pepper, 1/2 teaspoon salt, dill, onion and celery.
- Stir shrimp into mayonnaise mixture.
- Use immediately or chill, covered, until ready to serve.
- Just before serving, spoon about 2/3 cup shrimp mixture into each roll.