Line a baking pan with heavy-duty foil. grease lightly. Rub the fillets with olive oil and salt and pepper liberally. Place salmon fillets on the greased pan. Bake at 375° for 10-12 minutes.
Meanwhile prepare the dill sauce. Mix all of the ingredients together.
Take the fillets out of the oven. Rub a quarter of the dill sauce over the fish and place back in the oven. Broil for another 5 minutes. Or bake for another 5-7 minutes.
* Top with lemon slices if you like.
Take the fillets out, top with remaining creamy dill sauce and serve.