Place the cooked, chopped lobster and prepared cucumber in a large bowl.
In a small bowl, whisk together the lemon zest, lemon juice, vinegar, shallots, salt, and pepper.
In a slow, steady stream, pour the olive oil into the lemon mixture, whisking constantly to fully incorporate.
Mix the dill and capers into the vinaigrette.
Pour the vinaigrette over the lobster and cucumbers and mix gently with a large wooden spoon until fully coated.
Cover with plastic wrap and place in the refrigerator for 30 minutes, or for up to 2 hours.
Remove cover, and gently stir the salad. Serve as is, or over small butter lettuce leaves.