In a small bowl, beat mustard, vinegar, sugar, egg yolk, salt and pepper.
Add oil a little at a time, beating with electric mixer until slightly thickened.
Stir in dill weed and shrimp.
Cover and refrigerate 6 hours or overnight.
Use a slotted spoon to remove shrimp from mustard sauce.
Arrange on a small platter; serve cold.
Furnish wooden or plastic picks or small forks to pick up shrimp.