Lay a sheet of plastic wrap on a flat surface. Sprinkle sesame seeds over the wrap, then arrange the smoked salmon overlapping to form a large rectangle. This base makes rolling easy and keeps the salmon intact.
Spread the whipped cream cheese evenly over the salmon. In the center, layer avocado, cucumber, and optional capers. I like to keep the filling compact so the rolls hold their shape perfectly.
Carefully roll the salmon over the filling using the plastic wrap to help shape it. Chill in the freezer for a few minutes to firm up, then slice with a sharp knife. Each slice reveals a gorgeous swirl of salmon and filling.