Which among these teach me functional paradigm through LISP the best? Or would you recommend some other book that uses a small language to gain a good grip over FP? Haskell, Scala and Clojure are intimidatingly big.
Functional paradigm has two flavors:
1. Functions as first class objects in the language and enabling the functional style programming.
2. Pure functional programming. Not a style, its functional programming.
IMHO learning the first kind helps relatively little when you want to learn second kind and vice versa.
Lisp is multi-paradigm language or "Lisp paradigm" language family. Because functions are first class objects it facilitate functional programming of the first kind. Some Lisps are geared towards using functional style more than others.
I have only read Thompson's Haskell: The Craft of Functional Programming and some old ML books I can't name. I have no idea if it's a good compared to other FP books.
The experience of that alone might help you find the next book that works for you.