Spray a 9 x 13 or other large baking pan with cooking spray.
Peel, devein and carefully butterfly shrimp. Open shrimp and arrange on baking sheet or pan.
Melt 1/4 cup butter in sauce pan and sauté onion, green pepper and celery until tender.
In medium bowl, combine crab meat, bread crumbs, mustard, Worcestershire sauce, cayenne pepper and egg. Stir in the sautéed vegetables.
Top each shrimp with a good tablespoon of crabmeat mixture. Sprinkle with paprika, crushed red pepper flakes and drizzle melted butter over shrimp.
Bake at 350F for 20 minutes. Then turn oven on Broil and cook for additional 6 minutes.
Sprinkle parsley on shrimp and serve hot with lemon wedges and cocktail sauce, if you like.