Remove shells from shrimp. Brush shrimp with oil and season with salt. Refrigerate until grilling time. In a 2-quart saucepan, sauté shrimp, shallots, carrot and celery over medium-high heat until vegetable are soft and shrimp is pink. Add white wine and simmer until reduced by 2/3. Add heavy cream and lower heat to medium, continuing to simmer until reduced by 2/3. Once reduced, pour through a fine strainer into another small saucepan and place on low heat. Fold in butter and season to taste with salt and pepper. Ladle over grilled steak.