Makes about 48
Combine cream cheese, green onion, shallot, capers, lemon juice and zest, salt, and cayenne in a small bowl and stir until well blended. Gently fold in salmon and refrigerate while preparing cucumbers.
Peel cucumbers and cut crosswise into 1/2-inch slices. Using a small melon baller (such as a Parisian scoop) or the tip of a paring knife, hollow out most of the center area of cucumber slices, leaving a small well in which salmon spread will sit. The size of the cucumber will determine how many cups you get.
Peel eggs; cut in half and remove yolks. (Save whites for another purpose.) Working over a small bowl, press yolks through a medium fine-mesh sieve. (Alternately, you could grate yolks on a very fine grater.) Set yolk pieces aside until ready to serve.
Spoon salmon spread into cucumber cups and garnish with egg yolk and a tiny sprig of dill. Serve immediately.