Cut surimi stick in half lengthwise. Cut cucumber in half lengthwise and scrape out seeds and cut into 0.5 cm (approximately 1/4 inch) matchsticks.
Peel avocado and cut lengthwise into thin slices and brush with lemon juice.
Wrap each sushi rolling mat with plastic wrap and place a half sheet of nori with smooth side facing up. Spread a quarter of sushi rice on nori sheet and carefully press into place so that rice evenly covers nori sheet.
On the bottom third of rice, brush a thin strip of wasabi in a thin layer. In the middle of rice, arrange surimi, cucumber and avocado. Lift and roll bamboo mat, compressing ingredients into a cylinder. Repeat steps three times with remaining ingredients to form rolls. Carefully shape sushi roll with hands and cut into 6 equal pieces and roll each piece in roe. To serve, arrange on plate.