Tailgate Peel-and-Eat Shrimp with Texas Tequila-Mayo Dip

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2 pound jumbo shrimp, with shell on

2 tablespoon crab boil or cajun spice

water to cover shrimp

1 lemon, thinly sliced

1 stalk celery, chopped

1 teaspoon liquid smoke

Texas Tequila Mayo Dip, recipe follows

Texas Tequila Mayo Dip:

1-1/2 cups mayonnaise

2 tablespoons tequila, optional

1/2 teaspoon minced garlic

1/4 cup fresh lime juice

1/4 cup chopped fresh cilantro leaves

kosher salt

freshly ground cracked black pepper