In a large bowl, whisk together cream cheese and heavy cream until smooth. Fold in crab, chives and horseradish. Season, to taste, with salt and black pepper. Transfer mixture to a small baking dish and bake 10 minutes, until hot and bubbly.
Spread 1/2 teaspoon mustard on 1 side of each pumpernickel round. Top with spinach leaves and crab mixture. Sprinkle Parmesan over top. Broil 2 minutes, until top is golden brown. Place 2 olive rings on the top of each crab melt and fill the center with a piece of pimento, making "eyes". Use another strip of pimento to make a circle for a "screaming mouth".