Preheat your oven to 375°F (190°C). Lightly grease a 9x13-inch baking dish or a large pie plate.
In a small skillet over medium-low heat, melt 1 tablespoon of butter. Add the diced celery and cook until softened, about 3-4 minutes. Take care not to brown it.
In a medium bowl, combine the crushed crackers, cooked celery, the melted 1/2 cup of butter, parsley, Marsala wine or broth, lemon juice, and black pepper. Stir until the mixture is just moist enough to clump together.
To prepare the shrimp, make a deep incision along the back where it was deveined, cutting almost all the way through to open it like a book (butterflying).
Arrange the butterflied shrimp in a single layer, cut-side up, in the prepared baking dish. The tails should point upwards.
Divide the stuffing mixture evenly among the shrimp, mounding it gently on top of each one.
Lightly sprinkle the tops with paprika.
Bake for 12-14 minutes, or until the shrimp are pink and opaque. The shrimp are done when they reach an internal temperature of 145°F (63°C).
For a browner topping, you can switch the oven to broil and cook for 1-2 minutes. Watch it very carefully to prevent burning. Serve immediately with lemon wedges.