Preheat oven to 425°F. In a large bowl toss together the first five ingredients (through salt). Spread mixture in a shallow baking pan. Bake 25 minutes or just until cauliflower is tender.
Meanwhile, rinse shrimp; pat dry. In a medium bowl combine shrimp and the next three ingredients (through lemon zest). Pour shrimp mixture over cauliflower mixture. Bake 15 minutes more or until shrimp are opaque.
Combine cheese and dill; sprinkle over shrimp mixture. If desired, serve with lemon wedges.