Preheat the oven to 400 degrees F. Spray a large baking dish with nonstick cooking spray.
Pat the fish dry with paper towels. arrange the salmon in the baking dish and sprinkle with salt and pepper. Arrange lemon slices on top of the salmon filets and set sprigs of dill on top of the lemon.
Bake in the fully preheated oven for 18-20 minutes, or until salmon is light pink throughout and registers 140 on a meat thermometer. Remove from the oven and tent with foil to rest for 5 minutes.
Meanwhile, make the dill sauce. Whisk ingredients (except milk) together in a small bowl until fully combined, smooth and creamy. Taste and adjust seasonings and lemon juice and dill to your liking. Add milk as desired for a thinner sauce. Set aside.
To serve, remove lemon slices and dill from the salmon. Plate and top with the dill sauce. Serve with rice and steamed veggies.
Storage - Cool to room temperature and store in an airtight container and in the fridge for up to 3 days.Freezing - The sauce is best when fresh and doesn't do well in the freezer. To freeze just the salmon, wrap it tightly in plastic wrap to prevent freezer burn, then place in a resealable freezer bag. Freeze for up to 4-6 months.Reheating - Reheat in the microwave if needed, but leftovers are also great served cold. Use caution when microwaving; salmon can overcook quickly and turn dry adn rubbery.