- 1 cup mayonnaise
- 1/4 cup (or more) prepared horseradish
- 2 teaspoons white wine vinegar
- 3 tablespoons kosher salt plus more
- Freshly ground black pepper
- 1 tablespoon chopped fresh tarragon
- 1/2 bunch dill
- 1 shallot, halved
- 10 whole black peppercorns
- 1 bay leaf
- 1 lemon, halved
- 1 pound frozen, thawed shelled wild Maine shrimp or small shrimp (preferably wild American) cut into 1/2″ pieces
- 1/2 cup unpeeled English or Persian cucumber cut into 1/4″ pieces
- Whisk mayonnaise, 1/4 cup horseradish, and vinegar in a small bowl to blend. Season horseradish mayonnaise to taste with salt, pepper, and more horseradish, if desired. Fold in tarragon.
- line a baking sheet with paper towels. Combine dill, next 3 ingredients, and 3 tablespoons salt in a large wide pot. Squeeze juice from lemon halves into pot; add lemon halves. Add 3 quarts water and bring to a boil. reduce heat to medium; simmer poaching liquid for 10 minutes.
- Working in batches, place shrimp in a sieve and poach, shaking sieve occasionally, until shrimp just begin to curl and turn opaque, 15-20 seconds. Transfer to prepared sheet; let cool.
- Combine cucumber, shrimp, and 1/4 cup horseradish mayonnaise in a medium bowl; fold to coat. Season to taste with salt, pepper, and more horseradish, if desired. DO AHEAD: Can be made 8 hours ahead. Cover and chill shrimp and remaining mayonnaise separately.