Preheat oven to 375ºF. Brush baguette slices on both sides with olive oil and place on a rimmed baking sheet. Bake for 10 minutes, turning over halfway through. Let cool.
In a large bowl, combine mayonnaise, scallions, gherkins, capers, tomato paste, lemon juice, paprika, cayenne and shrimp; stir well. Mound mixture onto baguette slices; sprinkle with chives.
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