Lay a large piece of plastic wrap on your counter or cutting board. Then layer the smoked salmon pieces in a thin single layer to form a small rectangle. (Make sure to slightly overlap your salmon slices.)
An inch from the edge of the smoked salmon rectangle, place a layer of the cream cheese mixture.
Place your slices of avocado on top of the cream cheese. Place cucumber strips on top of the avocado layer.
Very carefully, use the plastic wrap to help roll the salmon over your avocado and cucumber and continue rolling until you reach the other side and you have created a sushi roll. Wrap the roll very firmly with the plastic wrap.
Place your salmon roll in the freezer for 10-15 minutes to firm up slightly. (This makes it much easier to cut!)
When ready, take the smoked salmon roll out of the freezer, and slice into one inch sushi slices.
Place the sushi slices on a platter, cut side up. Garnish each piece with salmon caviar, dill and a small lemon slice.
Serve the smoked salmon roll with Citrus Soy Dipping Sauce.