Preheat the oven to 375 degrees F (190 degrees C). Coat a baking dish with cooking spray.
Mix together round crackers, parsley, saltines, celery salt, and garlic in a large bowl. Add scallops, crabmeat, melted butter, and cooking wine; mix stuffing well.
Place a shrimp on a flat work surface. Slice horizontally through the middle, careful not to cut through to the other side. Open the 2 sides and spread them out like an open book. Repeat with remaining shrimp.
Stuff each shrimp with a heaping tablespoon stuffing and place back-side up in the prepared baking dish. Add 1 to 2 tablespoons water to the bottom of the baking dish to keep shrimp moist during baking.
Bake in the preheated oven until shrimp are opaque and stuffing begins to brown, 15 to 18 minutes.