Pat the shrimp dry and roughly chop them (you can keep some whole for garnish).
In a large bowl, mix the mayonnaise, sour cream, chopped dill, Dijon mustard, and lemon juice. Season with salt and white pepper.
Gently fold in the shrimp. The mixture should be creamy, but the shrimp should still be visible.
Cut the crusts off the toast bread. Cut each slice diagonally to get 8 triangles (or leave whole if you want a larger toast).
Melt the butter in a pan. Fry the bread slices on both sides until golden brown and crispy. Remove the fried toast and let it cool.
Spoon a generous amount of skagenröra onto each warm (or cooled) toast. For effect, you can pipe it on using a pastry bag.
Garnish with a small spoonful of caviar (stenbitsrom), a slice of lemon, and a small sprig of dill. Serve immediately as an appetizer.