Preheat the oven to 375 degrees F. Line 2 baking sheets with parchment paper.
Put the smoked salmon in the bowl of a food processor and pulse until finely chopped. Add the cream cheese, mayonnaise, lemon zest, dill, hot sauce, smoked paprika and 1 1/2 teaspoons of the chives. Blend until the mixture is smooth. Season with salt and pepper.
Lightly dust a clean surface with flour. Unroll the crescent dough and separate into 8 triangles, following the perforations. Cut each triangle in half lengthwise to make 2 thin triangles. Starting at the wide end of a triangle piece, spread 1 1/2 teaspoons of the smoked salmon mixture toward the tip. Place a piece of asparagus about 1/4 inch from the bottom of the dough's wide end, then roll up towards the tip. Place on the baking sheet with the tip of the roll-up flat on the baking sheet. Repeat with all the dough.
Lightly whisk the egg with 1/2 teaspoon water. Brush the egg wash over each puff, then sprinkle some of the remaining chives over each. Bake until golden brown, 15 to 18 minutes.