Mince the green onions and celery and add to a medium size bowl. Add the mayonnaise, sea salt, and pepper and mix. Add the juice from half a lemon and mix. Keep cold until your shrimp are are done cooking.
Melt 3 tbsp of butter in a large saute pan. Once melted, add the thawed shrimp.
Cook shrimp for 1-2 minutes per side, or until cooked through. Once, it is cooked, place shrimp on a cutting board and cut shrimp into 1" chunks.
Toss shrimp into bowl with mayonnasise mixture.
Wipe out the pan that you cooked the shrimp in, and add the remaining butter into the pan. Melt it on medium low heat.
Place brioche hotdog buns, cut side down, into the pan to soak in the butter and grill up. Keep a close eye and do not let them burn.
Fill the brioche buns with the shrimp mixture and enjoy