There is still shot noise in the following sense.
You have some experiment. That experiment is emitting light towards you're single photon counter. Say you record a the signal coming from the single photon counter for 100 ms. You will get some streak of "clicks" indicating photons have been detected.
Now repeat the experiment a thousand times.
You now have a 1000 time traces. Now chunk the time window into 1 ms bins. You can now ask for any given time bin (for example from $38 ms<t<39ms$) what is the average number of photons detected in that window, averaged over all trials of the experiment? You can also ask what is the standard deviation of the photon number detected in that window.
You will find that the mean photon count in that window is proportional to the average photon flux during that time window, $\bar{N}$, during that time and the standard deviation of the photon count during that time window will be proportional to the square root of the photon flux, $\sqrt{\bar{N}}$ during that time window. Note that this will be true even if $\bar{N}<1$.
We can define continuous and single photon detection modes. Every detector has some bandwidth $f_{BW}$. It is natural to consider the time having to do with the inverse of the bandwidth: $\Delta t = \frac{1}{f_{BW}}$. $\Delta t$ can be thought of as the minimal resolvable time window for the detector. That is the detector "averages" the field incident upon it over a time $\Delta t$. So if there is a field incident on the detector with a flux of $10^9$ photons per second and the bandwidth of the detector is $1 GHz = 10^{-9} s$ then the detector will detect one photon per time window $\Delta t$. If many photons are falling on the detector per one time bandwidth window then we can say the detector is in a continuous detection mode. If less than one photon falls on the detector per detection window then we can say it is in a single photon counting mode.
In the continuous mode for a single trace you will see a continuous photocurrent which has fluctuations. In the single photon mode you will see a stream of pulses with fluctuating spacings in time.
In the continuous mode shot noise is manifested as a variance of the signal level. In the single photon mode shot noise is manifested as random timings of the pulses. The idea of shot noise applies to both of them in as much as it is a statement about what happens if you consider the statistics of many realizations of the experiment that created the photosignal.