Shave cucumbers lengthwise into wide thin ribbons using a vegetable peeler or mandoline.
Lay cucumber ribbons on paper towels and press gently to absorb surface moisture.
Mix softened cream cheese, minced dill, lemon zest, capers, and black pepper in a small bowl.
Spread 1 tablespoon of cream cheese mixture down length of each cucumber ribbon.
Place strips of smoked salmon on cream cheese and roll ribbons tightly into neat rolls.
Stand rolls upright on a chilled platter and garnish with fresh dill sprigs.