Combine the cream cheese and unsalted butter in a large bowl, whisking strongly to combine. Whisk until fluffy, smooth and fully combined.

Add the anchovy paste, sweet paprika, chives, caraway seeds, and yellow mustard to the bowl, using a wooden spoon to fold in the ingredients until they are thoroughly incorporated.

To serve, spread dollops of the korozott on rye cocktail rounds. Garnish with a sprinkle of paprika and a sprig of parsley. Serve immediately. The remaining korozott will keep, covered, in the fridge for 1 month.