Pick off shells and clean shrimp thoroughly using cold water. You will want to remove all shell pieces including the tails for this.
Sauté shrimp in olive oil with a sprinkle of old bay for flavor. It should take about 1-2 minutes per side and they should not be translucent when done.
Set aside shrimp and cut them to smaller pieces.
Chop celery until you have about a 1/4 cup. Add to shrimp.
Cut about 1/4 off of the lemon, and squeeze the juice into the shrimp.
Add mayonnaise and old bay, the amounts are really up to you but you want to balance the spice of the old bay with the acidity of the lemon.
And done! You can eat it straight, put it on toasted bread, or whatever you like! I prefer toasted bread with Colby Jack cheese and lettuce.