When running as an unprivileged user, celeryd may not be able to delete it's pid and lockfile on shutdown itself. Let the init script take care of it.

contrib/debian/init.d/celeryd

@@ -91,7 +91,11 @@ case "$1" in
     ;;
   stop)
     log_daemon_msg "Stopping celery task worker server" "celeryd"
-    if start-stop-daemon --stop --quiet --oknodo --pidfile $CELERYD_PID_FILE; then log_end_msg 0
+    if start-stop-daemon --stop --quiet --pidfile $CELERYD_PID_FILE; 
+    then
+        rm -f $CELERYD_PID_FILE
+        rm -f ${CELERYD_PID_FILE}.lock
+        log_end_msg 0
     else
         log_end_msg 1
     fi