Make the optional Caper Relish if desired: Combine all ingredients in a small bowl. Set aside.
Butter both sides of each triangle of bread. Heat a large skillet over medium heat. Add half of the bread triangles and toast on both sides until golden brown and crispy. Remove from the skillet and set aside. Repeat with remaining bread triangles.
Transfer the bread triangles to a serving platter. Top each with a spoonful of skagenröra and a small dollop of caviar or caper relish. Garnish with dill sprigs. Serve immediately with lemon wedges.
Notes
The Skagenröra (Swedish Shrimp Salad) can be prepared up to a day ahead of time.