In 2-quart saucepan, melt 1/4 cup butter over medium heat. Add 1/3 cup flour; cook, stirring constantly, until bubbly and smooth. Gradually stir in 2 cups milk, cooking and stirring until mixture boils. Boil and stir 1 minute. Reduce heat to low. Stir in dill, salt, pepper, thawed shrimp and 2 cups of the cooked mushrooms. Cook 2 to 3 minutes, stirring occasionally, until shrimp are thoroughly heated.