For hard-boiled eggs: Add eggs to saucepan. Cover with water. Bring to a boil. Turn off heat and cover. Let eggs sit, covered, for 12 to 15 minutes. Immediately, rinse with cold water to stop the cooking process. When cool enough to handle, peel. Cut each egg in half, lengthwise. Carefully remove yolk, keeping whites intact. Reserve yolks for filling. Set egg white halves aside.
To make the filling: Add cooked egg yolks, goat cheese, lemon zest and pepper to food processor. Pulse until smooth. Stir in chopped capers.
To assemble the stuffed eggs: Transfer filling to a piping bag. Pipe filling into egg white halves. (Alternatively, use 2 spoons to add stuff filling into whites.) Finish each stuffed egg with a piece of smoked salmon. Garnish with small sprig of dill and capers. Makes 8 stuffed eggs.