Whisk the butter in a bowl until soft. Add the anchovies, lemon juice, lemon zest, diced shallots and seasoning and then whisk for about one minute.
Line a terrine mould with a large sheet of cling film and leave a little hanging over the sides. Place a layer of smoked salmon along the bottom of the mould and up the sides. Spread the salmon with a thin layer of the anchovy butter. Continue to build layers of salmon and butter until the mould is full. Then place a final layer of salmon on top and fold the cling film over everything. Put the terrine in the fridge for at least for 2-3 hours until the butter has set.
Place the capers In a hot pan with a little oil. Fry until they are crisp and golden, then remove from the heat and drain on kitchen paper.
When the terrine has set, tip it from the mould and remove the cling film. Place the Nori seaweed on some more cling film and dampen it slightly. Roll the salmon terrine in the seaweed and then roll in the clingfilm to keep the shape. Return the terrine to the fridge to chill for at least one hour.
To serve, place a half inch slice of the terrine on a plate. Garnish with some mayonnaise, crispy capers, fresh dill, and a drizzle of dill oil.