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Melt butter in a skillet set over medium-high heat. Continue to cook, whisking occasionally, until solids at the bottom of the skillet begin to turn golden brown. Watch this carefully, as the brown bits can burn if not closely monitored. Remove from heat and transfer to a heat-proof bowl or measuring cup. Let cool to room temperature.
Meanwhile, bring a large pot of water to a gentle boil. Add shrimp and boil for 3 to 4 minutes or until no longer opaque (slightly longer if using larger shrimp). Drain and chill until completely cool.
In a bowl, whisk together egg yolk, lemon juice, and vinegar until smooth and light yellow in color. Very slowly drizzle in vegetable oil, a scant teaspoon at a time, whisking vigorously until completely incorporated before adding more. These first minutes are crucial to forming a stable emulsion, so be sure to add the oil in the tiniest of drizzles, even drops at a time.
Once oil is completely incorporated, drizzle in cooled brown butter, whisking vigorously until thick and smooth. Stir in herbs, lemon zest, and salt and pepper to taste. Fold in shrimp until evenly coated.
To assemble, split buns (leaving a small hinge) and lightly toast. Spoon shrimp down the center of each roll. Top with additional chives or dill, if desired, and serve at room temperature.