Rinse and dry cucumber and set aside.
In a large bowl, combine the cream cheese with the lemon zest, lemon juice, capers, and fresh dill. Season with salt and black pepper, to taste, and stir to combine. Set aside.
Remove the ends from the cucumber and thinly slice lengthwise. Use a sharp knife, a wide vegetable peeler, or a mandoline slicer. Remove cucumber slices that are too small.Note: Cucumbers release their juices once cut. Use paper towels to pat dry each cucumber slice before adding cream cheese filling and smoked salmon. Spread one to two teaspoons of the cream cheese mixture along the length of each cucumber slice, adding a bit at the far end to help secure one rolled. Optional methods: 1) Place cream cheese filling mixture into a zip lock baggy, snip a 1/4" from one end of the bag, and squeeze filling onto the cucumber slices. 2) Spoon cream cheese filling into a plastic pastry bag, trim 1/4" from its tip and squeeze onto the cucumber slices. Top with small pieces of smoked salmon and tightly roll the cucumber into a rollup. If needed, use a toothpick to hold each appetizer together.
Repeat with the remaining slices and filling.
Serve immediately and enjoy.