Beat the cream cheese, sour cream, horseradish, lemon juice and zest until smooth, by hand or in a food processor.
Add the flaked bluefish, shallot, dill, hot sauce and pepper. Pulse or fold until combined but still a little textured. Taste — smoked fish is salty, so you likely won't need salt.
Refrigerate at least 1 hour so it firms up and the smoke comes through.
Top with dill and black pepper and serve with crackers, baguette and cucumber. Keeps 3–4 days covered in the fridge.
Tip: No smoker? Most East End fish markets sell smoked bluefish.