Combine all dressing ingredients in a jar with a tight-fitting lid.Shake well.Marinate shrimp in dressing for several hours, or overnight.
When ready to serve, remove shrimp from dressing and serve on a platter with toothpicks for a cocktail party, or in a martini glasses with a sprig of fresh dill for a sit-down affair.
These will stay well in the refrigerator for several days.