Lay the peeled shrimp onto a plate and pat them dry with a paper towel. You want to get as much water off of the shrimp as possible.
Next, sprinkle the shrimp with 1/2 tsp of salt, the cayenne pepper and black pepper. Toss together to get all of the shrimp coated.
Heat a skillet to medium heat and add in the olive oil. Once the pan is heated, add in the seasoned shrimp. Make sure the shrimp is evenly in the skillet and not piled on top of one another. Cook the shrimp in batches if your skillet isn’t large enough.
Cook the shrimp for 3 minutes and flip them to the other side and cook for another 2-3 minutes. Once the shrimp are cooked, put them onto a large cutting board to cool.
In a mixing bowl, add in the Greek yogurt, diced cucumber, diced onion, minced garlic, herbs, Dijon mustard and lemon juice and mix together.
Chop the cooled shrimp into bite sized pieces. You don’t want the shrimp too finely chopped but not large either. Add the chopped shrimp into the bowl of yogurt and gently toss together. Taste for any additional salt and you are done!
Cover and place the bowl into the refrigerator for at least an hour and up to overnight before serving.