1. Sauce Mix first 3 ingredients in 2-cup glass measuring cup; gradually whisk in oil. Season with pepper. Pour half of mixture into small bowl; mix in 3 tablespoons sugar, capers, and shallot for sauce. Mix 1 tablespoon sugar into remaining mixture. Reserve for dressing salad.
2. Salad Mix sliced fennel and cucumbers in large bowl. Mince enough fennel fronds to measure 3 tablespoons; add to bowl. Season to taste with dressing in measuring cup. Season with salt and pepper.
3. Assembly Cover large platter with lettuce leaves. Arrange smoked fish and salad atop lettuce. Garnish with caper berries, lemon wedges, and eggs (if desired). Serve with bread, butter, and Mustard-Caper Sauce.