Preheat oven to 325. Layer shrimp evenly on baking sheet and season with Old Bay. Cook until pink, about 6-10 minutes, depending on size. Once cool, remove shells, and chop into bite-size pieces. Add chopped celery, grapes, and herbs. In a separate bowl, combine mayonnaise, yogurt, lemon juice, and Old Bay Seasoning, and add to the shrimp mixture to the desired amount. Store in the refrigerator to cool, then serve.