In a bowl, beat 1 package (8 oz.) cream cheese to blend with 2 tablespoons low-fat milk, 2 teaspoons anchovy paste, and 1 teaspoon paprika. Grate 1 tablespoon onion and rub through a fine strainer into cheese mixture. Stir to blend. Put cheese mixture in a pastry bag with a star tip.
Cut 1/4 pound thin-sliced firm-textured, dense pumpernickel, rye, or other dark bread into 48 equal pieces. Arrange on a platter.
Twist bag top tightly down to filling, fold top down against bag, and grasp bag in one hand to hold top in place. Squeeze to press about 1 teaspoon of the cheese mixture onto each square of bread, holding bread with the other hand. Release pressure on bag slightly and lift straight up to detach bag from cheese.
Sprinkle appetizers lightly with caraway seed (about 1 teaspoon total), dot each with a drained caper, and sprinkle with chopped fresh chives.