If shrimp are large, chop them into bite-size pieces (about 1 to 1½-inch pieces). If using small shrimp, leave whole. Pat shrimp dry with paper towels.

Chop vegetables

Finely dice the celery so pieces are small and tender in the roll (about 1 cup when packed). Thinly slice the green onions and finely chop the parsley.

Make dressing

In a medium bowl combine mayonnaise (1/2 cup), plain yogurt or sour cream (2 tbsp), Dijon mustard (1 tsp), fresh lemon juice (1 tbsp), Old Bay (1/2 tsp), celery salt (1/4 tsp) and black pepper (1/4 tsp). Whisk until smooth and well blended. Taste and adjust seasoning — add a touch more lemon for brightness or more Old Bay for spice.

Combine salad

Add the chopped shrimp, diced celery (1 cup), sliced green onions (2 tbsp), and chopped parsley (2 tbsp) to the dressing. Gently fold until everything is evenly coated. Cover and chill in the refrigerator for at least 15–20 minutes to let flavors meld (up to 2 hours).

Rolls & Assembly

Toast rolls

Preheat a skillet or griddle over medium heat. Spread about 1/2 teaspoon of softened butter inside each split roll (or 1/3 to 1/2 tbsp per side total). Place rolls cut-side down on the skillet and toast until golden brown and crisp around the edges, about 1–2 minutes. Alternatively, brush exterior lightly with butter and toast cut-side up under a broiler for 1–2 minutes, watching carefully.

Fill rolls

Remove chilled shrimp salad from the refrigerator and give it a gentle stir. Using a spoon, evenly divide the shrimp salad among the 6 toasted rolls (about 3 shrimp per roll if whole, or an equal portion if chopped) so each roll is generously filled but not overflowing.

Garnish & serve

Sprinkle each filled roll with chopped chives or extra parsley (about 1/2 tsp per roll) if desired. Serve immediately with lemon wedges alongside for squeezing over the shrimp rolls.