Slice the English cucumber lengthwise into very thin strips. Use a mandolin for consistently thin slices if you have one. Lay the strips on a cutting board, slightly overlapping them lengthwise. Pat the arranged cucumber strips dry with paper towels to remove excess moisture. This will help the roll hold together better.

Spread the cream cheese evenly in a thin layer over the surface of the arranged cucumber strips. Try to cover as much of the cucumber as possible for even flavor throughout.

Arrange the sliced smoked salmon on the bottom half of the cream cheese-covered cucumber strips. Then, layer the thinly sliced red bell pepper and avocado strips on top of the salmon. Ensure the fillings are distributed evenly for a consistent bite.

Starting from the end with the fillings, roll the cucumber strips up tightly, keeping the fillings tucked inside. Once rolled, use a very sharp knife to slice the roll into two-inch pieces. If you want, you can garnish with a bit of teriyaki sauce and sesame seeds for extra flavor and presentation—it's a touch I like to add to make them extra special. Serve immediately with your favorite dipping sauce.