Preheat your oven to 200°C (400°F).
In a bowl, mix the cream cheese, dill, lemon juice, salt, and pepper.
Roll out the puff pastry on a floured surface.
Place the salmon in the center of the pastry and spread the cream cheese mixture on top.
Wrap the pastry around the salmon, sealing the edges.
Brush the pastry with beaten egg.
Bake for 40 minutes or until the pastry is golden brown.
Let it cool slightly before slicing and serving.