Melt the butter in a large skillet over medium-high heat.
Place the shrimp and cook for 2 minutes or until it is not translucent (don't overcook).
Transfer the shrimp into a mixing bowl, let it cool down for 10 minutes, then add paprika, salt, ground black pepper, chopped pickles, green onion, parsley, bell pepper, lemon juice, mayonnaise and greek yoghurt.
Mix well until combined. Then, scoop the mixture into the hot dog buns, sprinkle some paprika on top and serve.
Notes
Let the salad cool down for 10 minutes before putting them into the hot dog buns. It will allow the flavor to sip in.