Preheat the oven to 350 degrees F. Cut the bagels in half vertically through the center hole. Stand the bagel up on the flat side and cut 1/4-inch-thick slices. Add the slices to a rimmed baking sheet and spray with nonstick cooking spray. Bake until the chips are crispy and lightly browned, about 15 minutes. Let cool slightly.
Meanwhile, in a large bowl, combine the smoked whitefish, cream cheese, mayonnaise, dill, lemon zest, lemon juice, cayenne (if using) and 1/2 teaspoon pepper. Stir to combine.
Serve the whitefish salad with bagel chips, endive, cucumbers and celery.