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Line a baking sheet with nonstick aluminum foil or parchment paper. If the fillets still have skin on them, lay them on the sheet with the skin facing down. If the fillets do not have skin on them, it does not matter which side faces down. Brush the fillets with just enough olive oil to coat them. The oil helps the fish to stay moist inside the dry heat of the oven. Add salt and pepper to taste, over the olive oil. Salmon can be baked without a sauce, but it absorbs flavor well and a sauce can help the salmon stay even more moist. You can create a basic sauce by whisking together the yogurt, honey, mustard, and dill in a small bowl. The salmon does not need to soak in the sauce, but you should try to spread the sauce evenly over the top of each fillet. Like all fish, salmon cooks quickly. It should be ready within about 20 minutes. Test the fish with a fork when you pull it out of the oven. If the salmon flakes easily in looks opaque, it should be ready.
Preheat the oven to 350 degrees Fahrenheit (177 degrees Celsius). Place the salmon fillets on the baking sheet. Season the salmon. Create a sauce. Spread the sauce over the fish. Bake the fillets inside the preheated oven.