1. Grease large cookie sheet. In 2-quart saucepan over medium heat, heat water and butter or margarine until butter melts and mixture boils. Reduce heat to low; vigorously stir in flour all at once until mixture forms a ball and leaves side of pan. Remove from heat; stir in eggs until blended and smooth. Refrigerate mixture 20 minutes for easier piping.
2. Preheat oven to 375°F. Spoon mixture into decorating bag with medium writing tube. Pipe mixture onto cookie sheet into 2 1/2 by 1/2 strips, about 1 inch apart. Bake 20 minutes or until golden. Cool pastry fingers on wire rack.
3. To serve, in small bowl, with mixer at medium speed, beat cream cheese, sour cream, onion, and dill until smooth. With serrated knife, cut each pastry finger horizontally in half. Spoon some cream-cheese mixture onto each half; top with some caviar.