I start by patting the salmon fillets dry and sprinkling them with Old Bay seasoning and a splash of lemon juice. This simple seasoning enhances the natural flavor of the fish without overpowering it.
Place the fillets in the air fryer at 400°F for 8–10 minutes or bake on a sheet in a preheated oven at the same temperature. The salmon should be tender, flaky, and perfectly cooked through.
While the salmon cooks, melt butter in a skillet over high heat. Add heavy cream, Dijon mustard, and a pinch of Old Bay. Bring to a boil, then reduce to medium-low and simmer for 3 minutes, stirring occasionally.
Stir in the crumbled feta and most of the fresh dill, reserving a little for garnish. Let the sauce simmer 2–3 more minutes until it thickens slightly and becomes luxuriously creamy.
Pour the sauce over the cooked salmon and garnish with the remaining fresh dill. Serve immediately for the best flavor and presentation.