Combine water, salt, sugar, and the sliced/juiced lemon in a large pot and bring to a boil.
Add shrimp, turn off the heat, and let cook 3 minutes. Remove with a spider to a paper-towel-lined sheet tray. Refrigerate 20 mins to cool.
Cut shrimp into bite-sized pieces, pat dry, and gently fold in mayo, chives, salt, lemon zest, and lemon juice. Taste and adjust salt and lemon.
Heat oil in a nonstick pan over medium and toast the buns on the inside until golden.
Spread a little mayo on each bun, fill with the shrimp mixture, and top with more chives and black pepper.
