Preheat the oven to 180°C and line a large baking tray with parchment.
Slice cucumbers lengthways, remove seeds, and chop into 1cm thick pieces.
Mix cucumbers with mustard, honey, vinegar, dill, salt, and pepper.
Roll the pastry to 40cm x 30cm on a floured surface and place on the tray.
Place one salmon fillet on the pastry, top with half the cucumber mix, and cover with the second fillet.
Brush the pastry edges with the egg and milk mixture.
Fold pastry over fish and seal edges, leaving a small gap in the centre.
Brush with remaining egg wash and bake for 45 minutes.
Serve the sliced Wellington with the remaining cucumber mixture.