Put the cream cheese and heavy cream in a small mixing bowl and blend with a rubber spatula until smooth. Fold in the dill, lemon zest, salt and pepper until evenly combined.
Using a butter knife or offset spatula, spread the dill cream cheese on 1 side of each pumpernickel slice. Put a slice of smoked salmon on 12 of the pumpernickel slices. Top each sandwich with remaining bread. Arrange on a serving platter and serve immediately.
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Recipe courtesy Food Network Kitchens