In large bowl, flake salmon with fork. Stir in yogurt, mustard, shallot, celery, red bell pepper, dill, capers (if using), lemon juice, salt, and pepper.
Slice cucumbers lengthwise, then slice each piece in half along width. With spoon, scoop out some insides to make a cavity for salmon mixture.
Stuff salmon salad evenly into cucumbers and serve.