In a large skillet, melt butter over medium-high heat. Place shrimp in the skillet and season with salt and pepper. Cook about 2 minutes on one side then flip and cook another 2-3 minutes. You don't want to overcook it or it will be tough. If you don't see anymore translucency in the shrimp, it's done!
Using a slotted spoon, scoop out the shrimp and place in a large bowl. Cover with plastic wrap and put in the fridge for 20-30 minutes.
Once shrimp has relatively cooled, add celery, juice of 1 lemon, chives, and mayo to a bowl. Stir to incorporate until all is coated. Season with additional salt and pepper, to taste.
Serve in brioche hot dog buns and sprinkle paprika on top for color and more chives, if desired.