Preheat your oven to 400°F (200°C). Lightly butter four small (6-ounce) ramekins or a small 1-quart casserole dish.
In a medium bowl, whisk together the mayonnaise, egg, hot sauce, Worcestershire sauce, dry mustard, Old Bay, salt, lemon zest, and flour until smooth. This is your imperial sauce.
Gently fold the lump crab meat into about half of the sauce. Be very gentle to avoid breaking up the crab chunks.
Add more sauce as needed, just until the crab is lightly coated and holds together. The mixture should be loose but not soupy. You may have some leftover sauce.
Chill the mixture in the refrigerator for 15 minutes to help it set.
Divide the chilled crab mixture evenly among the prepared ramekins or spread it in the casserole dish.
Sprinkle the top of each serving lightly with paprika.
Bake for 15-20 minutes, or until the top is golden brown and the mixture is bubbly. The internal temperature should reach 145°F (63°C) on a food thermometer.
Let the crab imperial rest for a few minutes before serving, as it will be very hot.