I don't understand why people buy their mayonnaise.
Or, well, we've bought a jar or two during the last year, but the storebought stuff contains way too much in the way of additives -- and even those that don't are loaded with mustard. Do you want mustard in your mayo-based shrimp salad? I don't.
Making your own mayonnaise is simple:
dash of salt
dash of pepper
1/2-1 teaspoon lemon juice
the cheapest of cooking oils, as much as you want
Put eggyolk + salt'n'pepper + lemon juice into a bowl (preferably with a rounded bottom). Now you start whisking: pour in the cheapest of cooking oils, drop by drop at first, in a thin stream as you get more mayo, and in a less thin stream at the end.
Your mayonnaise should firm up nicely as you reach the 1/2 dl mark; it might look like it's going to separate as you add more oil, but stop adding more oil and go on whisking, it'll get back into shape if you go slowly enough.
If it does in fact separate: put another yolk into another bowl and add your separated mayo to that, slowly but surely. When that's all settled and set you can add more oil.
Mayonnaise will keep for a long time, so make lots. (... a cook I know makes 10 liter batches, but she's a cook and feeds lots of people).
For the shrimp salad: either buy fresh shrimp (preferably peeled), or put the frozen shrimp into the fridge yesterday morning. Drain the water off the shrimp (that water tastes of shrimp - add it to your next soup or something) and dump about 2 dl into perhaps 1 dl of mayo. Add a couple tablespoons of chopped-up fresh dill and serve on fresh bread or on toast.