1. Preheat oven to 450 degrees. Place 2 rimmed baking sheets in oven to heat. Stir together lemon zest, garlic, celery seeds, paprika, cayenne, 2 teaspoons salt, the honey, and oil in a large bowl. Add shrimp, and toss to coat well.
2. Place shrimp in a single layer on hot pans. Roast, without flipping, until browned on bottoms and opaque throughout, about 5 minutes.
3. Meanwhile, make the dip: Stir together lemon juice, sour cream, celery leaves and 1/4 teaspoon salt.
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