In a small bowl, mix cream cheese, onion, mayonnaise and salt and pepper to taste until well blended; set aside.
With a 2-inch round cookie or biscuit cutter, cut two rounds from each slice of bread. Lightly butter the white rounds. Spread whole wheat rounds with cream cheese mixture;top each with a slice of cucumber. Cover with a white round. Cover and chill.
To serve, cut in half and arrange sandwiches on a platter, half with white rounds on top and half with whole wheat on top.