Peel the thawed shrimps. Transfer them to a paper towel-lined baking sheet and pat dry.
Chop the onion and dill into small pieces.
Whisk the mayonnaise, onion and dill together in a medium bowl.
Chop the shrimps roughly, add to the bowl and toss gently to combine.
Season with lemon juice, salt and lemon pepper to taste.
Some recipes are entirely mayonnaise-based, and some contain a combination of mayonnaise and creme fraiche or sour cream. The former produces a much creamier salad, whereas the latter creates something a little lighter. You may use grated horseradish, dijon mustard, Tabasco sauce or brandy for added flavour.
Instead of red onion you may use shallot onion. But there are some people who feel very strongly that skagenröra should NOT contain any onion or shallot whatsoever.