Preheat the oven to 180°C (thermostat 6). Gently detach the pastry sheets from their parchment paper. Brush with olive oil, layer them two by two, sprinkle with sesame seeds, then cut into four. Fold each quarter in half to form 12 triangles.
Bake on a buttered baking sheet for 8-10 minutes until golden brown. Remove from the oven and cool on a wire rack.
Whip the cream until stiff, folding in the horseradish, salt, and white pepper at the end. Refrigerate until ready to use.
Divide the smoked salmon into 8 pieces. For each serving, layer a pastry triangle with a piece of salmon and a dollop of cream. Top with another triangle, more salmon and cream, and finish with a third triangle. Garnish with fresh dill and serve immediately.