Marinate the shrimp in 2 Tablespoons olive oil, juice from 1/2 lemon, 1/2 clove chopped garlic, salt and fresh ground pepper. 30 minutes to 1 hour is good. Or bag this whole step, and just grill.
Grill shrimp on barbecue- medium heat, for about 3 minutes each side or until done. Don't over cook! Or you can place in oven for about 7 minutes at 350 degrees. Remove and let cool. Pull the tails off and discard. Chop shrimp into big chunks. Set aside. In small bowl, whisk together Mayo and yogurt, onion, tarragon, hot sauce, chopped celery, and shrimp.
Split the hot dog buns down the middle of the top of the bun.If you can only find pre-sliced buns, don't stress about it. Lightly Butter the buns, to prevent a soggy bun.Fill the bun with tomato slices and avocado. Top with shrimp mixture. Eat while humming "Utah Man."