Grilled Buffalo Shrimp with Blue Cheese Dipping Sauce

Grilled Buffalo Shrimp:

• 2 pounds large shrimp, peeled and deveined, with the tail attached
• 1 tablespoon olive oil
• 2 teaspoons fresh lemon juice
• ¼ teaspoon kosher salt
• ¼ teaspoon black pepper
• ⅓ cup hot sauce such as Frank’s
• 1 ½ tablespoons unsalted butter, melted
• 1 lemon, cut into wedges
• 6 celery stalks cut into 4-inch sticks
• 6 carrots cut into 4-inch sticks

Blue Cheese Dipping Sauce:

• 1 cup reduced fat sour cream
• ¼ cup low fat buttermilk
• ½ cup crumbled blue cheese
• ½ teaspoon Worcestershire sauce 
• 4 teaspoons fresh lemon juice
• ¼ cup chopped scallions
• kosher salt and black pepper