Poke holes in eggplant in several places. Lay eggplant and shallots on a foil covered baking sheet. Roast 20 minutes or until soft. Let rest until cooled and peel off skin.
Using a food process or blender, puree eggplant, shallots, yogurt, lemon juice, and oil until smooth. Blend in chives, salt, and pepper. Pour dip into a serving bowl and top with lemon wedges and paprika. Serve with pita wedges.