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1
Combine the peppers, celery, onion, parsley, 1 tablespoon lemon juice and 1/2 teaspoon salt in a medium bowl.
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2
Let sit for 30 minutes to marinate and soften.
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3
Whisk together the chili sauce, Worcestershire, the remaining lemon juice, hot sauce, oregano, paprika, onion powder and garlic powder in a small bowl; set aside.
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4
Pat the shrimp dry on a plate, and season with 1/2 teaspoon salt and a few grinds of black pepper.
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5
Melt the butter in a large skillet over medium heat, then add the shrimp.
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6
Cook until they turn pink on the bottom, about 2 minutes, then flip and cook until they are totally pink and start to curl, about 2 minutes more; transfer the shrimp to a clean plate.
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7
Add the chili-sauce mixture to the skillet, and simmer until it is reduced and thickened, 2 to 3 minutes.
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8
Remove the pan from the heat to cool.
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9
Roughly chop the shrimp, add to the cooled sauce and stir to combine.
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10
Cover and refrigerate until ready to use.
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11
Put a slice of bread between 2 pieces of plastic wrap, and roll with a rolling pin to flatten.
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12
Spread a heaping teaspoon of mayonnaise over the bread.
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13
Arrange 2 tablespoons of the BBQ shrimp in a neat row along the bottom edge of the bread.
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14
Top with some of the vegetable mixture.
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15
Use the plastic wrap to help roll the bread up into a tight cylinder.
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16
Wrap it tightly in a fresh piece of plastic wrap, and refrigerate for at least 2 hours and up to overnight.
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17
Repeat with the remaining ingredients to make 8 roll-ups total.
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18
When you're ready to serve, unwrap the roll-ups, cut each into 4 pieces.
