Warm up the seafood stock/broth. Heat the broth in a pot over low heat—don’t let it boil, just warm it through.
Sauté the aromatics. Meanwhile, in a large skillet or wide heavy-bottomed pot, heat the olive oil over medium heat. Add 2 tablespoons of butter and let it melt. Stir in the chopped shallot and cook until softened, about 2 minutes. Add the minced garlic and lemon zest, cooking for another 20 seconds or until fragrant.
Toast the rice. Add the risotto rice to the skillet, stirring well to coat the grains in the oil and butter. Cook for 2 minutes, allowing the rice to absorb some of the fat and develop a light, toasty aroma.
Deglaze with wine. Pour in the white wine, stirring constantly as the rice absorbs the liquid. Allow most of the wine to evaporate before proceeding.
Cook the risotto. Begin adding the warm stock one ladleful at a time, stirring frequently. Allow the liquid to be absorbed before adding the next ladle. Continue this process until the rice is tender but still slightly al dente, which will take about 12-15 minutes. Reserve ½ cup of stock for later.
Add the shrimp. When the rice is nearing the end of its cooking time, about 5 minutes before it’s fully tender, add the shrimp to the pot. Stir them into the risotto and continue cooking, adding more stock as needed. The shrimp will cook through in about 3 to 4 minutes, turning pink and opaque.
Finish. Once the rice is tender and the shrimp are cooked, stir in the remaining 2 tablespoons of butter, the grated Pecorino Romano cheese, and the lemon juice. Add a splash of stock if needed to achieve a creamy consistency. Remove it from the heat, taste it, and adjust the seasoning with additional lemon juice, salt, or pepper.
Assemble and Serve. Serve the risotto immediately, garnished with fresh dill, grated Parmesan, and freshly cracked black pepper. Add lemon wedges on the side.