Combine first 4 ingredients in medium bowl. Season with salt and pepper. Spread 1 tablespoon dressing over each bread slice. Mix shrimp into remaining dressing. Place 1 lettuce leaf on each bread slice, pressing to adhere.

Arrange 6 cucumber slices atop lettuce on each slice.

Arrange shrimp mixture atop cucumbers. Garnish each sandwich with tomato wedge, lemon slice and dill sprig.