Mix the whipped cream cheese with chives and lemon zest in a small bowl until well combined.
Lay a large piece of plastic wrap on your counter and arrange the smoked salmon slices to form a rectangle, slightly overlapping the pieces.
Spread the cream cheese mixture evenly over the salmon, leaving a small border around the edges.
Place cucumber and avocado strips in the center of the rectangle.
Using the plastic wrap as a guide, carefully roll the salmon over the filling, creating a tight cylinder.
Place in the freezer for 5-10 minutes to firm up slightly, then slice into 1-inch pieces with a sharp knife.