Unfold phyllo. Put 1 sheet on work surface. Cover rest with plastic wrap to prevent drying. Lightly spray sheet with nonstick cooking spray. Top with another sheet; spray.
Top with a third sheet but do not spray. Cut stack lengthwise in half, then crosswise in thirds to make 6 stacks.
Heat oven 400 degrees F. Lightly coat a cookie sheet with nonstick cooking spray.
Put one tablespoon filling near one long edge of each stack of phyllo. Roll phyllo loosely over filling into a cylinder. Pinch and twist "firecrackers" about 1 1/2 inches from each end. Repeat with remaining phyllo and filling.
Place firecrackers one inch apart on prepared cookie sheet. Spray each and sprinkle with 1/4 teaspoon sesame seeds.
Bake 15 to 20 minutes until browned and crisp. Remove to a wire rack and carefully tie each end with a chive.
Stir dipping sauce ingredients in a small bowl to blend. Arrange firecrackers on platter. Serve warm with dipping sauce.
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