Cut the cucumber into thin rectangular slices about 7 cm long and distribute them in 4 small plates.
Peel the shrimp by removing the guts and leaving the tail unpeeled.
Place the shrimp on top of the cucumber slices, sprinkle with salt, cover with plastic wrap and refrigerate for at least 1.5 hours. In a blender, combine lime or lemon juice, olive oil, chili, and 1/4 cup cold water.
Whisk all this until smooth, then season with salt to taste.
Sprinkle the sauce over the shrimp just before serving.