In a small bowl combine all ingredients for the sauce. Mix well until combined, and refrigerate until serving.
In a food processor, combine salmon, panko, egg, yogurt, dill, scallions, lemon juice, and salt. Cover and pulse just until combined. Shape into 4 even patties, about 1/2-inch thick. Lightly coat both sides of burgers with cooking spray.
Heat grill to medium-high. Grill the patties until cooked through (160°F), about 4 minutes per side.
Serve on lettuce leaves with cucumber slices and yogurt sauce.