Preheat the oven to 375° F. Select a baking dish small enough to fit all the carrots without touching, but not so large that there's too much space between them. (I use a medium-sized rectangular Pyrex baking dish). Pour ½ inch kosher salt in the dish, reserving the remaining salt for covering the carrots.
Wash the carrots well, and while still wet, wrap each carrot snugly in half a nori sheet. Arrange the nori-wrapped carrots on top of the salt in the baking dish, and cover completely with the remaining salt. Transfer to the oven and bake for 1 ½ hours.
While the carrots are baking, make the pickled onions. Place the onions in a heatproof bowl and cover with boiling water, which removes the "bite" that raw onions have. Let the onions sit for a couple minutes to soften, then drain off the water. Add the vinegar and salt to the onions, stir together, and place in the refrigerator to marinate overnight.
When the carrots have finished baking, remove the baking dish from the oven and allow to cool for a few minutes. Then break up the salt surrounding the carrots - it will have likely formed a crust - and remove the carrots, placing them on a plate to cool completely. When cool, peel away and discard the nori, then make a shallow cut down the length of each carrot. Use your fingers or a sharp paring knife to carefully peel away the thin skin. Slice the peeled carrots as thinly as possible, and transfer to a bowl.
Whisk together the oil, liquid smoke, and vinegar, and pour over the carrots. Stir together until well-coated, then cover and transfer to the refrigerator to marinate overnight or up to three days.
When ready to serve, split and toast the bagels, then spread generously with cream cheese. Top with carrot lox, then a sprinkling of capers, and finally some pickled onions. Dig in and enjoy!