Preheat oven to 400 degrees F. Place potatoes directly on rack and bake until fork tender, about 40-50 minutes. Our potatoes were small, so ours were ready in 30 minutes. Remove from oven.
Prepare a baking sheet with tinfoil. Carefully (potatoes are hot!) cut potatoes in half lengthwise and scoop out flesh, leaving a thin flesh layer within each skin. Place potato skins on baking sheet. Set potato flesh aside for another use - you won't need it in this recipe.
Place butter and buffalo sauce in a small microwave safe bowl and microwave 15-30 seconds until butter is melted. Stir mixture together.
Brush buffalo sauce onto each potato skin and place the skins back onto baking sheet. Place back in oven for 5 minutes. Toss shrimp with remaining buffalo mixture and set aside.
Remove potato skins from oven. Top each skin with 2 buffalo shrimp and blue cheese crumbles. Place back into oven for 2-3 minutes until shrimp are warm and cheese begins to melt. Remove from oven and top with diced celery and freshly ground pepper.
Serve potato skins with buffalo sauce, blue cheese dressing and celery and/or carrot sticks.