Pat shrimp dry. Zest the lemon over the shrimp, then halve the lemon and reserve.
Heat avocado oil in a large skillet or Dutch oven over high until shimmering. Sear shrimp in one layer 60 to 90 seconds per side until pink with light crust. Transfer to a clean plate.
Reduce heat to medium. Cook shallots 3 to 4 minutes until softened. Stir in garlic and smoked paprika 1 minute until fragrant.
Deglaze with white wine, scraping browned bits. Add spinach in batches with the salt-free lemon pepper, stirring until wilted, about 4 to 6 minutes.
Reduce heat to low. Squeeze in the reserved lemon juice. Stir in olive oil, black pepper, and cayenne to form a cohesive sauce.
Return shrimp and any juices. Fold gently and cook 2 to 3 minutes until shrimp are opaque and curled into a loose C shape. Target 63°C (145°F) internal temperature if using a thermometer.
Serve spinach on plates, top with shrimp, spoon over pan sauce, and garnish with dill.