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Fill a large pot with water. Cut 2 lemons in half and squeeze the juice into the pot through a sieve or your hand to catch the seeds; toss in spent lemon halves. Season water generously with kosher salt and bring to a boil over high heat.
Remove pot from heat and add shrimp. Let sit, uncovered, until shrimp are pink and cooked through, about 1–2 minutes. Using a slotted spoon, transfer shrimp to a medium bowl of ice water. Drain shrimp. Coarsely chop, then place in a large bowl.
Finely grate zest from remaining 1 lemon, then cut lemon in half and squeeze out 1 tablespoon of the juice.
Heat butter and garlic in a small microwave-proof bowl in a microwave until butter is melted, about 30 seconds. Pour half over shrimp and toss to coat (don’t worry if butter solidifies). Add lemon zest and juice, celery, chives, mayonnaise, and Dijon mustard and toss to coat. Taste and season with salt if needed. Chill shrimp mixture while you toast the buns.
Heat a dry large skillet, preferably cast iron, over medium. Brush insides of hot dog buns with remaining garlic butter. Working in batches, toast buns, cut side down, in pan until golden brown underneath, about 30 seconds per batch.
Line insides of buns with butter lettuce leaves and fill with chilled shrimp mixture.