Place the frozen cooked shrimp in a colander and run under cold water until thawed, about 3-5 minutes. Then, pat it dry with paper towels.
While the shrimp is thawing, finely dice the celery, red bell pepper, and red onion. Also, chop the fresh dill and parsley. Then, zest the lemon, avoiding the pith, the white part, as it is bitter.
Add the cooked, thawed shrimp to a large bowl. Then, add the diced celery, red bell pepper, red onion, dill, and parsley. Gently mix these ingredients in the bowl.
Add the Greek yogurt, lemon juice, lemon zest, mustard, salt, and pepper to a separate bowl. Then, mix the dressing until smooth and creamy.
Pour the dressing into the bowl with the shrimp mixture. Gently mix until everything is coated. Let the shrimp salad chill in the fridge for at least 30 minutes before serving, and enjoy!