Cook rice according to package directions, adding smoked paprika and saffron. Fluff rice with fork; add rice vinegar, salt and sugar. Let cool completely.
In shallow dish, combine sesame seeds and chives; set aside.
Using wet hands, divide rice into 12 portions and roll into balls. Flatten each rice ball; place 1 shrimp in center. Fold rice over shrimp to enclose; reshape into balls.
Roll each ball in sesame seed mixture and wrap with strip of nori. Serve with soy sauce, pickled ginger and wasabi.