Remove the core from the cabbage by cutting a cone-shaped section from the base, then carefully peel away individual leaves and set them aside on a clean kitchen towel to dry slightly—these will be your serving vessels. While the cabbage sits, finely dice the celery, thinly slice the green onion, chop the fresh dill, and cut the thawed shrimp into 1/2-inch pieces. Having everything prepped and ready will make the assembly quick and seamless.
If your shrimp came with liquid or you have shrimp stock available, pour it into a small saucepan and bring it to a gentle simmer over medium heat. Let it reduce by half, which concentrates the briny seafood flavor—this should take about 5-8 minutes depending on the amount. I like to use reduced shrimp stock instead of plain water because it adds a subtle depth that really enhances the overall taste of the salad. Remove from heat and let it cool to room temperature for a few minutes before using.
In a medium bowl, whisk together the mayonnaise, cooled shrimp stock reduction, fresh lemon juice, celery seed, salt, pepper, and Old Bay seasoning until smooth and well combined. The dressing should be creamy but not too thick—the acidity from the lemon juice and the umami from the Old Bay will brighten the richness of the mayo. Taste and adjust seasonings as needed; I find that a touch more lemon juice brings everything into focus.
Add the diced shrimp, celery, green onion, and chopped dill to the bowl with the dressing. Gently fold everything together until the shrimp and vegetables are evenly coated—be careful not to break up the shrimp pieces as you mix. Let this sit for a minute to allow the flavors to meld, then give it a final gentle stir.
Spoon the shrimp salad mixture generously into each prepared cabbage leaf cup, filling them just before serving to keep the leaves crisp and fresh. The cool, slightly crunchy cabbage provides a nice textural contrast to the creamy salad inside. Arrange on a platter and serve immediately, or cover loosely with plastic wrap and refrigerate for up to 2 hours if making ahead.