01 - Preheat oven to 400°F and line a baking sheet with parchment paper.
02 - Pat the salmon fillets dry with paper towels and place them skin-side down on the prepared baking sheet. Drizzle with olive oil and season generously with salt and freshly ground black pepper.
03 - Bake the salmon for 12 to 15 minutes, or until the flesh is just cooked through and opaque throughout.
04 - While the salmon bakes, combine the crumbled feta cheese, Greek yogurt, chopped dill, lemon juice, minced garlic, and extra-virgin olive oil in a mixing bowl. Stir until creamy but retaining some texture. Season with salt and pepper to taste.
05 - Remove the salmon from the oven and let it rest for 1 to 2 minutes to allow the juices to redistribute.
06 - Spoon the feta dill sauce generously over each salmon fillet. Garnish with lemon wedges and fresh dill sprigs if desired, and serve immediately.