In a medium bowl, combine shrimp, celery, red onion, Frank's Seasoning, mayonnaise, and lemon juice until all ingredients are evenly distributed. Cover and refrigerate for at least 1 hour.
Spread each side of hot doge buns with softened butter. Grill in a pan or on a flat top until golden brown.
Fill the base of the roll with shredded lettuce and top with shrimp salad. Serve with lemon wedge, if desired.
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