In a small bowl, combine the softened cream cheese, capers, dill, lemon juice, salt, and pepper. Mix until well blended.
Spread a generous layer of the cream cheese mixture on two slices of whole grain bread.
Layer the smoked salmon evenly over the cream cheese on each slice.
Add the cucumber slices on top of the salmon. If desired, place a few lettuce leaves for added crunch.
Top with the remaining slices of bread to complete the sandwich.
Cut the sandwiches in half and serve immediately, or wrap them in plastic wrap and refrigerate for up to 1 hour before serving.