Preheat grill to medium. Oil the grates well.
Slice the potatoes lengthwise about 3/4 inch thick. Place the potatoes in a bowl and add 2 Tbl canola oil, the paprika and 2 tsp each salt and pepper. Toss to coat.
Place the potatoes on the grill, cover and cook 5 minutes, then rotate them 90 degrees and cook 5-10 minutes more. Flip the potatoes and repeat on the other side. They should be slightly puffed and golden brown. Remove and allow to cool completely. Dice into 3/4-to-1-inch pieces.
In a large glass bowl, combine the diced potatoes, celery, red onion, and cilantro. In a medium glass bowl, combine the sour cream, mayonnaise, mustard, 1 tsp salt, 2 tsp pepper, the capers and lemon juice. Adjust the salt as needed.
Fold the mayonnaise mixture into the potato mixture until coated. Cover and refrigerate 20-30 minutes. Stir and adjust the seasoning as needed.
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