If frozen, thaw shrimp according to package directions. Devein shrimp, if desired.
Toss together shrimp, 1/4 tsp. salt, and 1/4 tsp. pepper in a bowl. Add 2 Tbsp. liquid from hot peppers in vinegar, and toss to coat.
Cook shrimp in 2 Tbsp. hot oil in a large nonstick skillet over medium heat 1 1/2 to 2 minutes on each side or just until shrimp turn pink. Coarsely chop shrimp.
Whisk together mayonnaise, 2 tsp. liquid from hot peppers in vinegar, and remaining 1/4 tsp. salt and pepper in a medium bowl. Stir in chopped shrimp, celery, and onion until well blended. Mixture may be covered and chilled until ready to use. If chilled, let stand at room temperature 15 minutes before serving.