How to Make It
Whisk together mayonnaise, celery, lemon juice, hot sauce, Old Bay, salt, and pepper in a medium bowl. Stir together shrimp and half of mayonnaise mixture. (Reserve remaining mayonnaise mixture for another use, such as a dipping sauce or sandwich spread. Mixture will keep in an airtight container in refrigerator up to 1 week.) Cover shrimp mixture, and chill until ready to serve, up to 2 hours.
Trim just enough of the long sides of each bun to form two straight edges. Brush melted butter on the trimmed edges of each bun. Heat a large skillet over medium, and cook each buttered side until golden, about 30 seconds per side.