Bring a pan of water to the boil. Once simmering, drop in 4 of the eggs and set a timer for 6 mins. Get a bowl of ice-cold water ready so that once the eggs are done, you can immediately dunk them in to stop them from cooking. Once cool, carefully peel (be patient as you do it as they will be very delicate and the yolks will still be soft). Set aside.
Blitz the salmon, smoked salmon, lemon zest and some seasoning together in a food processor to form a paste, then stir through the herbs and capers. Divide the mixture into four balls. Pat the eggs dry, then flatten a ball in the palm of your hand and tease it around one of the eggs until completely covered. Repeat with the remaining eggs. Set aside.
Get a tray and three shallow bowls. Put the flour in one bowl, stir in the cayenne pepper and season. Crack the remaining egg into another and whisk, then put the breadcrumbs in the final bowl. One by one, dip the Scotch eggs into the flour, egg and then the breadcrumbs. Set aside on the tray.
Fill a heavy-bottomed pan two-thirds with oil and heat to 180C or until a piece of bread browns in 20 seconds. Working in batches, fry the Scotch eggs for 5 mins until deep golden, drain on kitchen paper and sprinkle with flaky sea salt and a little more cayenne. Mix the mayo with the lemon juice, then serve the Scotch eggs alongside with lemon wedges for squeezing over.