Trim the green leaves and the roots off the leeks and discard. Place the leeks whole into a pan of slightly salted water. Bring to the boil, then cover and simmer for 10-12 minutes.
While they are cooking, make a white sauce using skimmed milk.
When the leeks are cooked, allow plenty of time for them to drain well (try to drain them vertically so the water runs out from between the layers). Cut the leeks into two equal lengths then lay one leek portion on each slice of smoked salmon. Roll the salmon round the leek and place these in an oven-proof dish. Spoon a little white sauce over each roll and add the dill leaves. Bake in a preheated moderate oven (Mk 4 - 350ºF - 180ºC) for 15 minutes. Serve hot.