In a large skillet over medium heat, heat oil. Add shrimp and garlic. Cook, flipping halfway, until pink and opaque on both sides, about 2 minutes per side. Turn off heat and add the hot sauce, tossing to coat.
Assemble wraps: Add scant 1/4 cup of shrimp to the center of a romaine leaf, then top with dressing, red onion and chives.