In a small bowl, combine the cream cheese, fresh dill, lemon zest, and lemon juice. Season the mixture with salt and pepper.
Lay the slices of bread on your work service and distribute the cream cheese evenly among each slice, spreading into a thin layer. Arrange the cucumber slices in rows over 3 slices of the bread. Top with the remaining bread, and cut into quarters so there are 4 pieces from each sandwich. Serve immediately.