In a small bowl, place mayonnaise, sour cream, lemon juice, dill weed, and horseradish; stir until smooth.
Spread a little of the dill mixture over each bread slice; top with a few tomato slices.
Evenly distribute shrimp atop tomato slices; spoon remaining dill mixture over shrimp.
Top sandwiches with avocado slices.
Garnish with dill sprigs and lemon wedges, if desired.