Heat oven to 400°F. For each round, spoon 2 teaspoons cheese onto ungreased cookie sheet; pat into 2-inch round. Place rounds 2 inches apart. Sprinkle each with pepper.
Bake at 400°F. for 6 to 8 minutes or until edges are light golden brown. (Do not overbake.) Immediately remove from cookie sheet; place on wire racks. Cool 5 minutes or until completely cooled.
To serve, top each round with lox, about 1/4 teaspoon crème fraîche and dill sprig. Serve immediately, or cover and refrigerate until serving time.