1. Bring a large pot of water to a boil. Add the shrimp and boil for 5-7 minutes, until they become pink and float to the top of the water.
2. Quickly transport the shrimp to a large bowl filled with water and ice. Shock them for 10-20 seconds then pat them dry. Set aside.
3. To make the homemade aioli, whisk together egg yolk, lemon juice and mustard in a bowl until well incorporated.
4. Stream in a few drops of olive oil while whisking vigorously so that the olive oil melds smoothly with the egg yolk mixture. Continue to whisk the stream in the rest of the olive oil.
5. Stir in the garlic, capers and one half of the chopped parsley and finish with a pinch of salt and pepper.
6. In a large bowl combine shrimp, celery and a couple of spoonfuls of aioli at a time. Gently stir the aioli all over the shrimp until well covered.
7. Finish with the rest of the parsley and arrange 4-5 shrimp on each roll. Enjoy at your next barbecue with a side of potato chips.