In a large saucepan, sweat garlic, shallot and pepper in oil until softened. Add adobo sauce, tomato paste, rice, wine and broth, give a quick stir. Add saffron. Bring to a boil, cover and reduce heat to low. Cook 15 to 20 minutes, until rice is cooked. Fold in peas.
For the Shrimp Marinade:
Blend in garlic, chipotle peppers, the lime juice, olive oil and cilantro in a food processor or blender. Pour over shrimp. Cover bowl with plastic wrap and marinate for 20 minutes.
Preheat grill over a medium-high.
Take shrimp out of marinade and cook on grill for about 1 to 1 1/2 minutes or until done. Fill phyllo shells with rice mixture, top with grilled shrimp. Garnish with chives.
For the Dipping Sauce:
Combine all ingredients in a large bowl. Mix thoroughly and enjoy