Combine first 4 ingredients in a medium saucepan; bring to a boil. Add shrimp; simmer 3 minutes or until pink. Drain; peel and devein shrimp. Pour Dill Marinade over shrimp; cover and refrigerate 24 hours.
Drain shrimp, discarding marinade. Secure each shrimp to a cucumber slice, using a wooden pick.
Oxmoor House Homestyle Recipes