Preheat oven to 300 degrees. Place bread on baking sheet and toast slightly for 5 to 7 minutes. Remove from oven and cool on wire rack.
Spread each slice of bread with caper butter. Cover with layer of smoked trout. Cut into squares or circles (using cookie cutter) and on each canape place a thin slice of cucumber and a sprig of dill.
Combine everything in a medium bowl and mix well with fork. Transfer to a sheet of parchment paper and roll into a log. Refrigerate or freeze until ready to use.