Heat the rapeseed oil, add the flour and sauté until colorless. Add the fish stock and the cream while stirring, bring to the boil and simmer gently for about ten minutes. Stir occasionally. Stir the yolks with the mustard and mix into the sauce together with the dill. Season to taste with the juice of one lemon, salt and pepper.
Cut the cucumbers in half lengthwise, remove the seeds with a teaspoon and cut them into slices.
Brush the gratin dish with oil. Mix the cucumber slices with the salmon cubes, penne and sauce and pour into the prepared dish.
Bake in the upper third of the oven heated to 250 degrees for about 15 minutes.