Bring a medium saucepan half filled with salted water to a boil. Add shrimp, cover the pot and cook just until shrimp are pink and opaque all the way through, about 3 minutes. Immediately drain shrimp and cool under cold water. Pat dry.
With a small spoon, remove yolks from the eggs and place them in a food processor. Add mayonnaise, sour cream, mustard, salt, cayenne and chopped dill. Process until the mixture is very smooth, stopping frequently to scrape down the sides of the bowl. Spoon yolk mixture into egg halves, filling them until they are just a little more than level with the white (don't mound the mixture in). Top each egg half with a shrimp and a small piece of dill. Place on a platter and serve immediately or cover and chill up to 8 hours.
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