In a restaurant, in your iced tea, using your fingers.
I’ve never thought so or looked oddly at anyone else for doing so. I’m sure you could overdo it into “weird” territory but just squishing the juice into your drink and then perhaps dropping it into the glass seems to be normal. Likewise for squeezing it over your shrimp cocktail. How else are you supposed to get the lemon juice to where it needs to be?
As long as you dont squeeze it until the juice runs down your glass, you should be fine.
You’ve never seen Scarface?
(Too obscure?) 
And don’t squeeze it so hard that you’ll fall right out of bed.
No, but eating a french fry with your fingers is an unforgivable gaffe.
Can’t say I’ve ever encountered this one. I have seen recent advice that you shouldn’t put your lemon wedge in your drink after squeezing, because you don’t know whether or not the lemons are being washed properly.
Wedge or slice?
I’ve never heard of this practice being considered poor form but I’ve also never really thought about it much before now.
I always try to shield my lemon (or lime) when I squeeze it into my drink so innocent bystanders don’t get juiced or hit with a stray seed.
It is traditionally mandated in the etiquette of finger-bowl use (1886):
About a century later, etiquette still defends the consumer’s right to squeeze the lemon slice at table (and Frosted_Glass will be pleased to know that they are doing it right):
There you go OP, your problem is that your host and/or dining establishment is not thoughtfully wrapping your lemon with cheesecloth.
More recently, Miss Manners concurs that you may correctly squeeze lemon onto your food at table. And eat the citrus garnish on your drink.
The complicating factor that your dining partner/critic may be thinking of is the fact that it is not considered correct, from an etiquette standpoint, to guddle around in your glass with your fingers to retrieve sodden flotsam. A citrus slice actually floating or submerged in liquid should be left there to contribute its flavor undisturbed, or removed with an implement and put to one side if you really don’t want it there. It should not be fished out dripping like a discarded bathing suit for squeezing and/or eating purposes.
I don’t see an issue with squeezing the lemon, but I have other concerns with it:
Bon appetit!
I squeeze my lemon like a starving python and then spike it into my ice water so hard I routinely get Taunting penalties.
The tequila will kill any germs.
This is what I do when squeezing a lime wedge (preferred) or lemon wedge on my bowl of pho. I do not add lemon to any soft drinks, however.
My mom would be thrilled to know that my behavior is aligned with Miss Manners 
I saw a similar piece of news more recently than that, I think. Lemons are abundant and durable, and, while I haven’t seen the inside of a processing plant or warehouse or anything, I wouldn’t be surprised if they were stockpiled, shipped, processed, etc. in unsanitary conditions.
In Japan some restaurants have a small utensil to squeeze lemon into tea. Like this:
I always get a chuckle out of these. Because if you were to abstain from eating anything that contained one or more molecules of “fecal matter,” you would starve to death.
Everything you consume contains at least one atom or molecule of just about anything you can think of. And modern instruments can detect it.
I use a knife and fork, and switch hands between cutting and eating.
Very true. You can’t eliminate eating contaminates, but that’s not the point. Reduce the contamination to a safe level. There’s a difference between eating a speck of feces and a spoonful.
As for the lemons, I usually take it on faith that they’re clean enough, although it’s in the back of my mind that they’re not. It’s a matter of how much risk you’re willing to assume. After all, the risk of a contaminated lemon in a restaurant isn’t quite the same level as crossing a busy interstate. Of course, if you’re unwilling to risk the lemon, just skip it.