Rinse and thinly slice celery. Boil in salted water for about 5 minutes, cook until tender and drain. Rinse shrimp and pat dry with kitchen towels. Sprinkle lemon juice onto shrimp, stir and let stand briefly.
Dab shrimp dry and mix with cooked celery. Whisk together cream and egg and season salt, pepper, nutmeg and parsley. Stir egg mixture into shrimp and season again to taste.
Rinse ramekins with cold water and grease. Pour in shrimp mixture. Place a large pan of water int he oven and preheat oven to 160°C (approximately 320°F). Place ramekins in water bath and bake for about 20-30 minutes.
Remove from oven, release from ramekins and serve with cheese and toast, as desired.