Set your oven to 400°F and allow it to preheat. In a medium bowl, combine the ingredients for the lemon dill sauce, then refrigerate the mixture.
Line a baking sheet with parchment paper and arrange the salmon fillets on top. Lightly season with salt and pepper, drizzle with olive oil, and place thin lemon slices over each piece.
Bake for 8-10 minutes, or until the salmon is just opaque. For best results, ensure the internal temperature reaches 140°F—be careful not to overcook, as this can cause dryness. Serve with the chilled lemon dill sauce drizzled over the top.