How to Make It
Place the shallots in a heatproof bowl. In a small saucepan, combine the vinegar, sugar, salt and water and bring to a boil, stirring to dissolve the sugar. Pour the brine over the shallots and let cool to room temperature.
In a medium saucepan, bring the stock to a simmer and keep warm. In a large saucepan, heat the olive oil. Add the rice and cook over moderate heat, stirring, for 2 minutes. Add the wine and cook, stirring occasionally, until almost evaporated, about 2 minutes. Add 1/2 cup of the hot stock and cook, stirring constantly, until the liquid is absorbed, about 2 minutes. Continue adding the hot stock, 1/2 cup at a time and stirring until almost absorbed before adding more. The risotto is done when the rice is just al dente and suspended in a creamy sauce, about 18 minutes total. Stir in both cheeses along with the lemon zest, lemon juice and minced dill. Remove the saucepan from the heat and stir in the shrimp. Let stand until the shrimp are just cooked through, about 2 minutes. Spoon the risotto into bowls and serve garnished with dill sprigs and the drained pickled shallots.