Spoon this dip into a baking dish up to a day ahead, but top with panko and chives just before baking. If it's chilled, leave the dish out at room temperature while the oven preheats. Scoop into multiple bowls that you can set at different grazing stations.
Heat a small saucepan over medium heat. Coat pan with cooking spray. Add shallots and garlic to pan; cook for 2 minutes, stirring frequently. Place 1 cup crab in a food processor. Add the shallot mixture, 1/4 cup water, pepper sauce, and Cajun seasoning to crab; process until smooth. Spoon mixture into a large bowl, and stir in remaining crab, mayonnaise, and the next 5 ingredients (through black pepper).
Transfer the mixture to a 1-quart glass or ceramic casserole dish coated lightly with cooking spray. Combine panko and chives in a small bowl; sprinkle over crab mixture. Coat panko mixture with cooking spray. Bake at 450° for 30 minutes or until browned and bubbly. Let stand 5 minutes.