Wash the cucumber thoroughly and dab dry. Cut 1/3 into thin strips, cut the remaining cucumber diagonally into slices. Wash lettuce leaves and dill and dab dry. Chop the lettuce, dill, except for something to garnish.
Halve the salmon slices and spread with horseradish. Spread dill, lettuce and cucumber strips on top and roll up. Arrange rolls on cucumber slices, spread caviar on top. Garnish with lemon slices and dill.