Remove the skin from the salmon. One method is to pour hot water over the skin, then grip it with a paper towel and carefully pull it away. Place the salmon in the refrigerator while preparing the filling.
Add the softened cream cheese, Parmesan, mayonnaise, Dijon mustard, dill, rosemary, lemon zest, lemon juice, and chili powder to a large bowl. Mix until well combined.
Preheat the smoker to 325°F and add apple wood chunks.
Remove the salmon from the refrigerator and pat it dry. Lightly coat the surface with olive oil and season with garlic lemon pepper seasoning.
Spread the Parmesan herb mixture evenly over the entire salmon fillet.
Starting at the smallest end of the salmon, tightly roll the fillet. Cut the rolled salmon into 2-inch-thick pinwheels.
Arrange the lemon slices across the bottom of a cast-iron skillet. Place the salmon pinwheels on top of the lemons.
Spoon the remaining Parmesan herb mixture over the top of each pinwheel.
Place the skillet in the smoker and cook for about 45 minutes. Begin checking the salmon after 30 minutes.
Remove the salmon when it reaches an internal temperature of 145°F.
Garnish with fresh parsley and serve.