  Strong particle-plasmon interaction in electronic systems can lead to
composite \emph{hole-plasmon} excitations. We investigate the emergence of
similar composite quasiparticles in ultracold dipolar Fermi liquids originating
from the long-range dipole-dipole interaction. We use the $G_0W$ technique with
an effective interaction obtained from the static structure factor to calculate
the quasiparticle properties and single-particle spectral function. We first
demonstrate that within this formalism a very good agreement with the quantum
Monte Carlo results could be achieved over a wide range of coupling strengths
for the renormalization constant and effective mass. The composite
\textit{quasiparticle-zero sound} excitations which are undamped at long
wavelengths emerge at intermediate and strong couplings in the spectral
function and should be detectable through the radio frequency spectroscopy of
nonreactive polar molecules at high densities.
