Step 1 Heat the oven to 250 degrees. Place the salmon, meat side up, on a cutting board and feel along the surface of the flesh with your fingertips just above and below the midline. If you feel pin bones, pluck them out with tweezers or needle-nose pliers. Season the salmon with one-half teaspoon salt, or to taste, and place on a jellyroll pan lined with lightly oiled aluminum foil.
Step 2 When the oven is ready, place a baking pan on the floor of the oven and fill it with boiling water. Place the pan with the salmon on the rack. Cook until a paring knife or toothpick penetrates the flesh easily, 20 to 25 minutes. Note that the flesh will be somewhat denser than usual and that it won't change color as much as with other cooking methods.
Step 3While the salmon is cooking, prepare the dressing. Combine the mayonnaise, shallots, mustard and dill in a food processor or blender or use a mortar and pestle and puree until fairly smooth. There should still be some dots of herbs visible. Add lemon juice and puree again. Taste, correct seasoning and set aside.
Step 4When the salmon is done cooking, there will probably be some white collagen collected on the surface. Moisten a pastry brush with oil and lightly brush it away.
Step 5Serve the salmon on a large platter with a bit of the mayonnaise spooned to one side. Serve the remainder of the mayonnaise in a bowl to pass. Tell your guests to scoop up the salmon with a spoon, leaving the skin behind.