I used tablespoons of mayo (or substitute plain yogert) instead of teaspoons. This gave the filling a much more creamy texture. I also sprinkled breadcrumbs on top in addition to mixing them in. I didn't like the capers and will leave them out next time.
I think we now make this recipe about once a week; it's our favorite way to cook salmon. The flavors combine nicely, and the panko breadcrumbs add a nice texture. This recipe looks more impressive than it really is when rolled into a "pinwheel".