Combine mayonnaise, sour cream, and Dijon mustard in a bowl. Set aside or in the fridge to add later.
In a medium skillet, melt butter. Add chopped shallots and celery and cook for 2-3 minutes over medium to medium-low heat. Add garlic, cook for another 30 seconds. Add crab, lemon juice, salt, black pepper, hot sauce and stir around until crab becomes good and warm; about 2 minutes.
Remove from heat and place mixture into a bowl. Add mayonnaise mixture and stir through. Serve immediately on top of freshly grilled steaks.
Store leftovers in the refrigerator for 2-3 days after preparation.