Peel the shrimps.
For the mayonnaise: put the egg yolk in a large bowl with the salt and lemon juice. Whisk the oil into the mixture; initially one drop at a time, then trickle it in.
Continue whisking hard and make sure you don’t pour too quickly otherwise the mayonnaise will curdle. When all the oil has been whisked in, you should have a thick and airy sauce. Season to taste with more salt and lemon juice if necessary.
Arrange the freshly peeled shrimps and mayonnaise on fresh white bread, and top with a sprig of dill.