Preheat a grill or grill pan over medium-high heat. While the grill is preheating, place shrimp in a large bowl. Drizzle with olive oil, then season with finely chopped tarragon, Kosher salt, and freshly ground black pepper. Toss well. Place shrimp on skewers.
When the grill is hot, coat with nonstick cooking spray. Add shrimp skewers in a flat even layer. Cook until the shrimp is opaque and just cooked through. Remove the skewers and allow to cool slightly.
While the shrimp are cooling, toast the buns. Heat a large skillet over medium-high heat. When hot, add unsalted butter. Once melted, toast the buns for about 1-2 minutes per side, or until golden brown. Add more butter, if needed.
Once the shrimp are cool enough to handle, remove them from skewers. Place on a cutting board then chop into bite-size pieces. Transfer to a large clean bowl.
To the shrimp, add melted butter, mayonnaise, fresh lemon juice, chives, chopped tarragon, and chopped dill. Taste and adjust. Garnish each shrimp roll with a slight sprinkle of paprika and more thinly sliced chives. Serve immediately with lemon wedges and chips or coleslaw.