Mix to combine capers, cilantro, lemon juice, and mayonnaise. Hold in refrigerator until assembling sliders.
Break down salmon fillet into portions that fit on Dinner Rolls (about 1-1 ½ oz). Season salmon with salt and pepper and sear in a skillet on medium-high heat. Flip after about 2 minutes and remove when both sides have formed a nice crust.
Slice Dinner Rolls in half and toast lightly.
Assemble sliders with caper mayonnaise spread on the bottom bun, followed by the salmon, bacon, tomato, and arugula. Serve with lemon wedges and a side salad.