Heat oven to 425F.

Season the pink flesh side of the salmon with salt, pepper, and Old Bay. Heat a large skillet on high heat. Add the olive oil. Add the salmon skin side up to sear. Season the skin-side with salt, pepper, and Old Bay. Once the fish releases from the pan, flip. Put the skillet in the oven to finish cooking the fish, ~8 minutes (you want it a little on the rare side because it's going to get cooked again below). Remove from the oven and set aside.

Reduce oven to 375F.

Take a sheet of fillo dough and lay on a washable cutting board. Keep the rest under a damp paper towel (this stuff dries out quickly). Spray the fillo sheet with cooking spray. Add another sheet and spray with cooking spray. Repeat once more. Place 2 t Dijon mustard in the center of the dough and gently spread over the dough with a pastry brush. Using a sharp knife, cut the fillo sheets into 6 squares. Place a 1-in square piece of salmon on each square, some chives (~1/2 t), and ~1 t Cranberry BBQ Sauce. Gather the dough up around the filling and pinch to make the "purse". Repeat this process again two more times to make a total of 18 appetizers. Bake purses 10 minutes until fillo is golden.