Mix ricotta, horseradish sauce, lemon zest, lemon juice, and a pinch of salt in a small bowl until creamy and smooth. Adjust the seasoning if needed.
In another bowl, combine shrimp with lemon juice, paprika, salt, and olive oil. Let sit for 5–10 minutes.
Slice the baguette and toast until golden and crisp.
Heat a nonstick skillet over medium-high. Cook shrimp for 1–2 minutes per side, until lightly caramelized and cooked through. Remove from heat.
Spread ricotta mixture on the toasted baguette slices.
Place one arugula leaf on each.
Add half a cherry tomato.
Top with one cooked shrimp.
Finish with freshly grated Parmesan.