Toast only the cut bagel faces under the broiler for 1 to 2 minutes, watching carefully, then cool completely on a rack.
Beat cream cheese with yogurt in a bowl until smooth and spreadable. Stir in lemon zest, dill and pepper.
Fold in chopped ready-to-eat lox, celery and radish, keeping the small fish pieces visible rather than blending them into a puree.
Cover and refrigerate the filling for 20 minutes so it firms slightly. Divide evenly among the four cooled bagel bottoms, spreading close to the edges.
Close with the tops and cut in half with a serrated knife. Serve cold, or refrigerate promptly in a covered container and use within 24 hours.