Preheat the grill, a grill pan or a skillet to high. Grease lightly. Add the frozen salmon burgers and reduce the heat to medium-high. Cook for 4 minutes. Turn and brush with enough sauce to coat all over. Cook for 2 minutes and turn again.
Brush with remaining sauce and cook for 1 to 2 minutes longer, turning as necessary, until burgers are cooked through.
Meanwhile, separate buns into halves and arrange on a clean work surface. Spread cut surfaces of the bottoms with a little wasabi flavoured or regular mayonnaise.
Top burgers and garnish with cucumber slices and chunks of avocado.