Preheat the grill to medium, or alternately, preheat a grill pan over medium heat.
Toss the shrimp in a large bowl with the olive oil, salt and pepper.
Combine the melted butter and hot sauce in a separate large bowl. Set aside.
Grill the shrimp for 2-4 minutes on each side, depending on how large they are, and then transfer them immediately to the bowl containing the sauce. Toss to coat well.
Serve the shrimp with blue cheese dressing and celery sticks.
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