Preheat oven to 375°F (190°C). Line a baking sheet with parchment paper.

In a medium bowl, combine the softened cream cheese, dill, capers, red onion, lemon zest, and black pepper. Mix until just combined.

Unroll the crescent dough and pinch the seams to form a single rectangle. Spread the cream cheese mixture evenly over the dough, leaving a 1/2-inch border on one long side.

Layer the smoked salmon slices evenly over the cream cheese.

Starting from the long edge, roll the dough up tightly into a log. Wrap in plastic wrap and chill in the freezer for 15-20 minutes.

Remove the chilled log and slice into 8-10 pinwheels, about 3/4-inch thick, using a serrated knife.

Place the pinwheels on the prepared baking sheet. In a small bowl, beat the egg with 1 tablespoon of water to create an egg wash.

Brush the tops and sides of the rolls with the egg wash and sprinkle with everything bagel seasoning, if using.

Bake for 15-20 minutes, or until golden brown and puffed.

Let cool on the baking sheet for 5 minutes before serving warm.