Bring a large pot of salted water to a boil over high heat. Add the shrimp and cook until pink and opaque, about 3 minutes. Drain and transfer to a bowl of ice water. Let cool completely. Drain and pat dry with paper towels. Roughly chop the shrimp into bite-sized pieces.
In a large bowl, whisk together the mayonnaise, Dijon, lemon juice, lemon zest, Old Bay, sugar, Worcestershire, and garlic powder until smooth. Stir in the shrimp, onion, celery, dill, and capers, if using. Season with salt and pepper to taste.
Cover and refrigerate for at least 30 minutes before serving to allow the flavors to meld. Serve chilled.