Preheat the oven to 400°F. Coat a baking sheet with nonstick spray. In a large mixing bowl blend the cream cheese and mayonnaise together until smooth. Fold in the crabmeat, bread crumbs, scallions and seasonings; mix until well blended.
Place the shrimp on the prepared baking sheet, butterflied side down and tails facing up. Mound 1 tablespoon of the cream cheese mixture onto each shrimp between the back and tail. Wrap each shrimp with a slice of bacon and secure with toothpick.
Bake the shrimp for 15 minutes, then remove the shrimp from the oven and generously brush with sauce. Return the shrimp to the oven and cook 5 to 10 minutes more or until the glaze is set.
To serve, place glazed shrimp on a platter and sprinkle with chopped chives.