Preheat oven to 400°.
Pierce eggplant several times with a fork; place eggplant and shallots on a foil-lined baking sheet. Bake at 400° for 20 minutes or until tender; cool slightly, and peel.
Place eggplant, shallots, yogurt, juice, and oil in a food processor; process until almost smooth. Add chives, salt, and pepper; process just until blended. Spoon dip into a bowl; garnish with lemon wedges, and serve with pita wedges. Sprinkle with paprika, if desired.