To make shrimp: In saucepan, combine 1 1/2 quarts of water, lemon slice, and salt. Bring to boil over high heat. Reduce the heat, and cook 5 minutes. Add shrimp to lemon water, and cook until opaque and pink, 2 to 3 minutes. Drain and discard lemon slice.
To make sauce: Mix lemon juice and mustard in large bowl. Gradually whisk in oil to make slightly thickened sauce. Stir in horseradish, sour cream, salt, and pepper.
Add shrimp to sauce, and toss to coat. Sprinkle with scallions. Serve immediately at room temperature, or chill, then serve.