Heat the broiler. Bring a large pot of water to a simmer. Add a large pinch of salt, bay leaf and the shrimp and simmer for 2 minutes. Drain and rinse under cold water to stop the cooking. Dry very well with paper towels and then chop the shrimp.
Combine the celery, shallot, tarragon, mayonnaise, Dijon mustard, lemon juice, salt and pepper in a medium bowl, and then stir in the shrimp.
Combine the butter and garlic together in a medium-size microwave-safe bowl and melt in the microwave until melted, about 20 seconds. Brush the top and bottoms of the rolls with the garlic butter. Place under the broiler and cook until toasted and golden brown, about 2 minutes.
Add about 2 tablespoons of the shrimp mixture to the bottom bun and top with the remaining bun halve. Secure with a bamboo skewer. Serve immediately.