Saute shrimp on both sides in half of the butter until cooked through. Do not overcook. Refrigerate until chilled, about 30 minutes.
Cut shrimp into large chunks (2 or 3 pieces for larger shrimp), then toss with the mayonnaise, onions, celery, and lemon juice. Add salt and pepper to taste.
Spread the sides of the hot dog bun with soft butter . Grill briefly a couple minutes until golden.
Spoon the shrimp salad into the toasted buns, Sprinkle with paprika or Old Bay seasoning if desired.
I am not a health professional and nutrition data is calculated programatically. Accuracy may vary with product selection, calculator accuracy, etc. Consult a professional for the best information.