Peel and devein: First, make sure the shrimp are peeled and deveined. If you are using frozen, thaw them out by putting them in a colander and running cold water over them.  Saute: Then, melt the butter in a large skillet on medium-high heat. Add the shrimp and season as desired.  Cook: Keep in mind that you only need to cook them for about two minutes on each side. Do not overcook or they will be chewy. Hence, when they are no longer translucent, they are done.  Cool: After you have cooked them, remove them from the pan and move them to a large bowl. Use plastic wrap to cover and let them cool in the refrigerator for 20 to 30 minutes. Chop: While you are waiting, take this time to chop the celery, onions, and pickles.  Mix: After it is cooled off, take out the shrimp and add your other ingredients. Then, season with salt and pepper to taste.  Buns: Be sure to overfill the buns so you get plenty of flavors and textures.