If using uncooked shrimp, make poaching liquid with lemon slices, bay leaf, peppercorns, and salt and bring to boil. Put thawed shrimp in boiling pot and turn off burner. Let shrimp sit in poaching liquid for 10 minutes or until cooked thoroughly.
Finely chop shrimp and set aside.
Halve eggs lengthwise. Remove yolks and place in a small bowl. Mash yolks with a fork and stir in chopped shrimp, mayonnaise, sour cream, mustard, and lemon juice. Add salt and pepper, to taste. Fill egg whites evenly with yolk mixture. Garnish with additional shrimp and dill, if desired. Store covered in refrigerator.