Using a vegetable peeler, peel cucumber into 16 long strips. (The first few strips won’t be wide enough, but they make a wonderful snack.) Set aside.
Pat tofu dry with a kitchen or paper towel and cut into ½ inch rectangles. Place in a bowl and pour teriyaki sauce over tofu. Allow to marinate at least fifteen minutes.
Turn oven to a broil and place marinated tofu onto sheet pan. Broil for three minutes per side. When cool enough to handle cut into thin strips.
Pat dry cucumber. Lace a few pieces of julienne pepper and tofu on one end of each cucumber strip. Roll cucumber and place standing up on a platter.