In a medium bowl, combine the softened cream cheese, chopped dill, capers, lemon juice, salt, and pepper. Mix until well combined and creamy.
Lay out the slices of whole grain bread on a clean surface. Spread an even layer of the cream cheese mixture on four of the slices.
Top the cream cheese-covered slices with smoked salmon, ensuring an even distribution.
Arrange the cucumber slices on top of the smoked salmon.
Place the remaining four slices of bread on top to create sandwiches. Gently press down.
Using a sharp knife, cut each sandwich into quarters or triangles for serving.
If desired, garnish with fresh dill sprigs before serving.