Firstly, use a mandoline or vegetable peeler to slice the cucumber lengthwise into thin ribbons. Then, pat the slices dry with a paper towel to remove excess moisture.

In a small bowl, combine the cream cheese, chopped dill, lemon juice, salt, and pepper. After that, mix until smooth and well combined.

Afterward, lay a slice of cucumber on a flat surface. Spread a thin layer of the cream cheese mixture over the cucumber slice. Then, place a strip of smoked salmon on one end of the cucumber slice.

Gently roll the cucumber slice with the salmon and cream cheese mixture. Secure with a toothpick if needed. Finally, repeat with the remaining slices.

Arrange the rolls on a platter, garnish with capers if desired, and serve immediately as an appetizer.