Segment the lemons over a bowl to catch the juices (If you are not sure how to segment a lemon, check out my collection of cooking videos. There's one for segmenting an orange which is the same). Set aside.

In a separate bowl, squeeze the juice from the membranes. add the finely chopped shallots, mustard, finely chopped capers, salt, sugar and olive oil and stir well to combine.

Add the lemon segments to the dressing and toss gently to coat them without breaking them up.

Use immediately; or cover and place in the refrigerator for up to an hour.