Preheat the oven to 200°C (400°F).
Wash the zucchini and cut off the ends. Using a mandoline or a potato peeler, slice the zucchini into thin strips. Sprinkle salt over the zucchini slices and let them rest for 5 minutes wrapped in paper towels. After the resting period, pat the zucchini dry and place them in a baking dish in a criss-cross pattern.
Bake the zucchini slices in the oven for 15 minutes or until the zucchini is cooked through. Once the zucchini base is cooked, let it cool and then carefully flip it over.
Spread the cream cheese over the entire zucchini base. Add the smoked salmon and sliced avocado on only one half of the zucchini base. Roll up the zucchini tightly, starting from the side with the salmon and avocado filling. Wrap the roll in plastic wrap and refrigerate for at least 30 minutes.
Once chilled, remove the plastic wrap and slice the roll into individual portions. Serve and enjoy!