For the spicy mayo: In a small bowl, mix the mayonnaise, gochujang and fish sauce until thoroughly combined.
For the sushi roll: On a sushi mat lay down the nori. Spread the sushi rice over the nori in an even layer. Place the salmon horizontally over the bottom third of the sheet, about 1 inch from the edge. Top with some scallions. Roll up tightly and cut into 4 pieces. Garnish with the spicy mayo.