On our cutting board, with clean disposable gloves on, we remove and discard the stems from the pepperoncini. Each is sliced in half and any large clumps of seeds are thrown into our “garbage bowl”. The pickled peppers are coarsely chopped and added to the cream cheese.
The cutting board is dried with paper towels and then the shallot is peeled. The shallot is quartered and then coarsely chopped. A heaping quarter cup of shallot is added to the chopper.
We pulse the cheese and vegetable mixture until the pieces are finely chopped. Leaving the lid to the chopper on the side, we use our microplane to add the zest from the lemon half to the mixture.On the cutting board, we chop the smoked salmon (weighed on our kitchen scale) into small pieces and add to the chopper. We also add the lemon thyme leaves, a little salt, and some freshly ground black pepper. We pulse briefly to mix. We taste for seasoning.
We preheat the oven to 400° F.
We rinse and pat dry the salmon fillet and then cut into five portions. We have roughly 5 ounce pieces, although the shapes of the salmon pieces vary. One at a time, we take a piece of salmon and horizontally slice it in the center (carefully!), starting at the thickest end, not quite all the way through. We want to create a space for the filling. We set aside, and repeat with the rest of the salmon.
Each piece is then filled with the cream cheese mixture, trying to divide it evenly. Some of the mixture oozes out, we just try to keep it in the middle of the salmon pieces. All the filled salmon pieces are placed on a large dinner plate, covered loosely with plastic wrap, and refrigerated for a few minutes.
With clean hands and a clean work space, we are ready to work with the phyllo. We put the butter in a cup and microwave for 30 seconds to melt. We also have ready the olive oil and a pastry brush.
We lay one piece of the phyllo on the cutting board, keeping the rest of the sheets under a piece of plastic wrap. We brush it lightly with butter, top it with another sheet, also brushed with butter, topped with a third sheet, and brushed again (very lightly) with butter. The phyllo is cut into 3 pieces.
We try to fit 3 of the smaller filled salmon into the center of each of the phyllo sections. We brush with some oil and squeeze on a little lemon juice. The sides of the phyllo are pulled in and then the enclosed piece is placed, seam side down, on a clean plate. The fit was not always perfect, so a “touch-up” job was done with an extra piece of phyllo cut to fit around the exposed salmon.
The wrapped salmon are refrigerated, covered with plastic, until we are ready to bake. If we were doing this ahead of time, we could have set these up a few hours in advance. This time, however, we repeat with the remaining salmon pieces and the 3 whole phyllo sheets.
When we are ready to bake, we brush the top of the phyllo wrapped salmon with olive oil. We bake for 20 minutes and check the color of the phyllo. We want it lightly browned. We give our pieces a few more minutes and serve.