Preheat oven to 350°F. Lightly spray baking pan with cooking spray. Fill with mini-phyllo cups. Then set aside.
Cut up shrimp in a large bowl, fold in the mayonnaise, Old Bay, and chives until just combined. Fill each phyllo cup with the shrimp mixture. Place in the oven to bake for 10-12 minutes. Remove from the oven to cool.
Combine all ingredients for the remoulade in a bowl. Season with salt and pepper to taste.