Preheat the oven to 425 degrees F (220 degrees C).

In a medium bowl, mix together the ground chicken, shallots, wine, paprika, cumin, garlic powder, and red pepper flakes.

Lay out one phyllo sheet on a clean surface, and brush with a light layer of melted butter. Place another sheet on top. Form a 1/2 inch thick strip of the chicken mixture along the long side of the sheets of dough. Roll up like a long cigar, dabbing the end of the dough with a little butter to seal. Cut into 3 inch sections to make cigars. You should get 3 cigars per roll. Place the cigars in a baking dish, and repeat the process with the remaining dough and filling.

Bake for 18 minutes in the preheated oven, or until the rolls are deep golden brown and crispy.

While the cigars are baking, whisk together the cream, sour cream, paprika, salt, and cayenne pepper in a small saucepan over medium heat. Cook and stir just until the sauce is hot. Do not boil. Remove from heat and serve as a dipping sauce for the cigars.