If your shrimp are frozen, thaw the shrimp under cool running water for a few minutes until softened, and then steam or sauté them just until cooked through. This doesn't take long, so don't over cook. Let cool then give them a rough chop.
Put the shrimp in a bowl and toss with the mayo, onions, celery, lemon juice, and salt and pepper. Taste the salad to adjust any of the seasonings. Cover and refrigerate until needed.
Melt the butter and brush onto the open buns. Grill for a few minutes until toasty.
Serve the shrimp salad in toasted buns, topped with a sprinkle of paprika or Old Bay, and some snipped chives.
Store any leftover shrimp salad in the refrigerator for up to 2 days.
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Notes
To cut the fat in these New England style shrimp rolls use low fat mayo, or half Greek yogurt and half mayo.