2. Grill or broil the corn until it turns golden brown. Set aside to cool.
3. Put the bacon in a soup pot and heat over low heat. Add the onion, celery, thyme and bay leaf, turn the heat up to medium, and cook until the vegetables are soft, about 10 minutes.
4. Meanwhile, slice the corn kernels from the cob.
5. Dice the potatoes and add them to the soup pot with the clam juice. Simmer until the potatoes are just tender, about 10 minutes. Add the milk, peppers, shrimp and dill and cook until the shrimp are just cooked through. Remove the thyme and bay leaf. Adjust the salt and pepper to taste.