Peel and devein shrimp. Set aside 16 shrimps. Chop the remaining shrimps coarsely. There should be about 1/2 cup.
Finely chop the mushrooms. There should be about 1 cup. Set aside.
Heat 2 tablespoons butter in a saucepan. Add onion, celery and garlic. Saute until wilted, about 5 minutes, then add the mushrooms, salt and pepper. Cook an additional 3 minutes or so. remove from heat and add the chopped shrimp. Stir. Add the bread crumbs (reserving 1 tablespoon), parsley, and egg. Blend well and add salt and pepper to taste.
Butterfly the reserved shrimp by cutting part way through the backs until they lay flat.
Grease a baking dish with 1 tablespoon of butter. Arrange butterflied shrimp, cut side down in baking dish. Spoon an equal amount of stuffing onto each shrimp. Sprinkle the shrimps with the reserved bread crumbs and dot with 1 tablespoon of butter.
Heat baking dish on the stovetop until the butter melts and the shrimps start to cook. Then place under the broiler and cook until the shrimp is done and the stuffing starts to brown.