First, make the mayo. Wrap a medium mixing bowl in a cold wet towel, which helps emulsify the mayo. Then combine the lemon zest, lemon juice, egg yolk, Dijon, dill, salt and pepper in the bowl. Whisk it all together well. Keep whisking while you slowly pour in the canola oil until you have a gorgeous pale yellow mayo. Set it aside. Take the bread and remove the crusts to have little trimmed rectangles. Take the cucumber slices and blot them well with paper towels so they aren't soggy. Then toss them with the dill, salt and pepper in another bowl.

Slather a generous layer of mayo onto each slice of bread. Then pile a small, even amount of dressed cucumbers onto 3 of the slices. There might be leftover mayo and cucumber slices to have later! Close the sandwiches by placing the other 3 slices on top with the mayo side down. Cut each of the 3 sandwiches in half horizontally to have 6 cute little tea sandwiches. Serve them immediately with some yummy scones and a great pot of tea!