Peel shrimp; devein, if desired. Cut each shrimp into thirds.
Line a 15- x 10-inch jelly-roll pan with aluminum foil. Coat with cooking spray.
Stir together egg and next 4 ingredients until blended; stir in celery, green onion, and parsley. Fold in shrimp and cracker crumbs (mixture will be very thick). Shape into 4 (4-inch-wide, 1-inch-thick) patties. Place patties on prepared pan. Cover and chill 1 to 24 hours. Transfer to freezer, and freeze 30 minutes.
Coat cold cooking grate of grill with cooking spray, and place on grill. Preheat grill to 350° to 400° (medium-high) heat. Grill burgers, covered with grill lid, 4 to 5 minutes or until burgers lift easily from cooking grate using a large spatula. Turn burgers, and grill 4 to 5 minutes or until shrimp turn pink and burgers are cooked through and lightly crisp.
Grill buns, cut sides down, 1 to 2 minutes or until lightly toasted. Serve burgers on buns with Sweet 'n' Spicy Tartar Sauce and lettuce. Garnish, if desired.
Note: For testing purposes only, we used Keebler Town House Bistro Corn Bread Crackers.