Preheat oven to 400 °F.
In a small microwaveable bowl, combine half of garlic with butter and melt in microwave in 30 second intervals.
In a small sauté pan, sauté onion, celery and remaining garlic in a spoonful of melted garlic butter until veggies soften, about 3-4 minutes. Set aside to cool.
In medium bowl, combine Panko and Parmesan. Use hands to massage Parmesan into Panko crumbs until uniform size. Set aside.
In small bowl, combine mayo, mustard, and Old Bay, stir into sautéd vegetables. Add the veggies to crumb mixture and combine to make filling.
Line shallow pan with foil and brush with a bit of melted garlic butter. Arrange shrimp on pan. Using small scoop, place approximately 1 Tbsp stuffing on top of shrimp and bend tail over filling. Drizzle with remaining melted garlic butter. Sprinkle with black pepper.
Bake for 8-10 minutes. Switch to broil and cook for an additional 2-3 minutes until golden brown. (Or, if you prefer to make Dennis’ jerky, simply put a few stuffed shrimp onto a microwave safe cake pan. Cook for 5 minutes.)