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To prepare Sesame Mayonnaise: In small nonreactive bowl, mix together mayonnaise, sesame oil, vinegar, orange zest and juice.
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Cover and refrigerate.
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Bring to room temperature 30 minutes before using.
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(Can be prepared 3 hours ahead).
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To prepare burgers: Place salmon fillets, flesh sides down, in shallow nonreactive pan that will hold them comfortably in single layer.
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In small bowl, whisk together soy sauce, 3 tablespoons oil, ginger, vinegar, salt and cayenne.
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Pour marinade over fish.
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Cover and refrigerate 2 hours.
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Bring to room temperature 30 minutes before grilling.
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With vegetable peeler, shave thin, ribbon-like strips from cucumber.
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You will need 3 to 4 strips for each sandwich.
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(You may not need all of the cucumber; save any extra for another use.)
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Cover cucumber strips with plastic wrap and leave at room temperature.
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Oil grill rack generously and arrange 5 inches from heat source.
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Prepare grill.
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When hot, add salmon fillets, flesh sides down, and grill 3 minutes.
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Turn them over and cook 2 to 3 minutes longer until flesh is opaque and flakes easily when pierced with a knife.
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Place salmon on platter.
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Slide knife between flesh and skin to loosen skin and peel off.
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Discard skin from each fillet.
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Cover fillets loosely with foil while you toast the buns.
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Spread both sides of each toasted bun generously with Sesame Mayonnaise.
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Place fillets on bottom of buns.
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Top with 3 to 4 folded cucumber strips and then with several watercress sprigs.
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Cover with remaining bun halves and serve immediately.
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Note: Fillets can also be cooked in stove-top grill pan or in skillet.
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Oil grill pan well or pour enough oil into heavy, medium-size skillet to coat it generously.
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Place pan or skillet over medium-high heat.
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When hot, add salmon, flesh side down, and cook 3 minutes.
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Turn and cook about 2 minutes more or until done.