Heat oven broiler on high heat.
On a rimmed bake sheet, toss the shrimp in the olive oil. Season with salt, pepper, and Old Bay. Spread the shrimp in a single layer. Broil 1 minute, flip, and broil another minute. Toss the shrimp with the buffalo sauce.
In a bowl, combine the cream cheese and ranch dressing.
Gently spoon or pipe ~1/2-1 teaspoon cream cheese mixture into each fillo cup on a rimmed bake sheet. Top the cream cheese layer with a shrimp. Top each shrimp with some cheese (cheese will spill onto the bake sheet - that's unavoidable).
Bake the filled fillo cups for 8-10 minutes until cheese is melted and cups are heated through and a little bubbly. Remove from the oven and immediately top each with a sprinkling of celery and crushed Doritos (these will also get all over the bake sheet too). Serve warm. Yield: 30 appetizers.