Prepare the fish: Cut the salmon and cod (or swordfish) fillets into 2 cm cubes in a deep dish. Season with salt, white pepper, and 1 teaspoon caraway seeds. Drizzle with lemon juice, cover, and marinate in the fridge for 1 hour, stirring occasionally.
Preheat the broiler. Place the peppers on a baking sheet and grill on all sides until the skin blackens and blisters. Transfer to a plastic bag to cool.
Peel the cooled peppers, halve them, remove stems, seeds, and membranes. Cut each half lengthwise into 2 cm wide strips. Roll the red and yellow strips into spirals and set aside.
Cut the ham slices in half lengthwise into strips, then roll up. Wash and trim the cucumber, slicing it thinly.
Mix the yogurts with 1 teaspoon olive oil, 1 teaspoon cider vinegar, salt, and white pepper. Refrigerate until serving.
Drain the marinated fish. Thread onto small wooden skewers, alternating fish cubes with ham and pepper rolls. Sprinkle with remaining caraway seeds.
Serve skewers with cucumber slices, fresh mint leaves, and yogurt sauce on the side.
Variation: Replace yogurts with 200 ml heavy cream, salted and mixed with fine herbs.