Mix first 5 ingredients and 1/4 teaspoon hot sauce in medium bowl. Mix in celery. Season with salt and pepper and more hot sauce, if desired. DO AHEAD Mayonnaise can be made 6 hours ahead. Cover; chill. Lightly butter cut sides of rolls. Heat griddle or large nonstick skillet over medium heat. Add rolls, buttered side down, to griddle and cook until golden, 1 to 2 minutes. Spread mayonnaise over bottom of each bun. Top with shrimp, tomato, avocado, and lettuce, if desired. Cover with top buns. Transfer to plates.