In a bowl, stir together sour cream, whipping cream, lemon peel, and pepper.
Pour red lumpfish roe into a fine wire strainer and rinse under cold running water. Drain well and stir into sour cream mixture.
Arrange gravlax on a platter or plates. Garnish with dill sprigs. Rinse black lumpfish roe in a fine wire strainer, drain, and put in a small bowl. Serve red caviar sauce and black caviar with gravlax to add to taste.