Butter both sides of each triangle of bread. Heat a large skillet over medium heat. Add half of the bread triangles and toast on both sides until golden brown and crispy. Remove from the skillet and set aside. Repeat with remaining bread triangles.
Transfer the bread triangles to a serving platter. Top each with a spoonful of skagenröra and a small dollop of caviar if desired. Garnish with dill sprigs. Serve immediately with lemon wedges.
Notes
You can make the shrimp salad up to a day ahead of time and store it tightly covered in the refrigerator, but the toasts will get soggy if they are made too far in advance. For best results, have the buttered bread triangles ready to go and cook them shortly (30 - 60 minutes) before serving.