Preheat oven to 350 degrees. Cut a V shape on each of the challah rolls big enough to fit in the shrimp filling. Brush the inside with butter and transfer to a baking sheet. Bake until just slightly golden brown and toasted. Let cool.
In a medium saucepan, heat the white wine, juice of 1 1/2 lemons and salt to a simmer. Add shrimp, and cook until bright pink and opaque. Drain and rinse under cold water to stop the cooking process. Chop into small bite-sized pieces.
In a medium bowl, combine remaining juice of lemon, mayo, dill, celery, white vinegar and salt. Gently toss with shrimp. Season with salt and pepper.