1. In a heavy saucepan, melt the butter over medium heat. Add the onion and celery to the mixture and cook on low-medium heat until the vegetables are tender.
2. Add the flour and stir until combined and lightly browned.
3. Add the evaporated milk, egg yolk, cheese, seasoning, and stir continuously until the cheese has melted.
4. Gently stir in the crab meat and cook on low heat for 5 minutes to heat through.
5. Heat grill or cast iron skillet to medium/low heat. Add olive oil to coat the surface. Season fillets, add to grill. Squeeze juice of half a lemon to each fillet. Grill for 10 minutes until done. Filets should be steamed, not charred.
6. Halve each fillet into appetizer portions.
7. Top with sauce, garnish with green onions and paprika.