Wash the dill and dab dry. Pluck flags from the stalks and cut finely. Season cream cheese with salt and pepper, stir in dill. Wash and drain the salad. Peel and finely dice the shallot.
Whisk vinegar, salt, pepper and shallot. Beat the oil into the mixture drop by drop. Wash the cucumber, grate dry and cut in half lengthwise. With a peeler, cut 3 wide slices lengthwise from the middle.
Use the rest for other purposes. Cover each cucumber slices with 1 slice of Parma ham, spread with cream cheese and roll up. Marinate the salad with the vinaigrette and arrange on plates with the cucumber rolls.