1. Begin by selecting a full salmon filet from your local fish monger. Ideally you are looking for fresh salmon which hasn't been frozen or had color added.
2. Remove the skin from the salmon and place on a wire rack, uncovered in the fridge overnight to help form a pellicle on the fish. This will allow smoke to better adhere to the surface of the fish.
3. Before smoking the salmon, season all sides liberally with your favorite seafood rub. In a medium sized bowl, mix cream cheese, dill, lemon juice and cayenne pepper together, before evenly coating the full top side of the salmon.
4. Roll salmon up like a cinnamon roll and slice into 1/2 inch pieces. You may find it helpful to clean the knife in between cuts, to help keep everything tidier.
5. Preheat your smoker to 225F and cover the surface with your citrus slices. Place your salmon rolls indirect and let cook until salmon reaches an internal temperature of 145F.
6. Five minutes before removing salmon from smoker, coat each salmon roll with maple syrup and allow to caramelize. Remove from heat and let rest for 10 minutes before serving.