Directions

1. The salmon fillets need to be skinless and boneless, so if you can't get your fishmonger to do it, you'll need to do it yourself: to remove the pin bones, stroke your hand along the flesh side of the fillets and use tweezers or pliers to pull out any bones you come across. Then, to remove the skin, you'll need a very sharp knife, preferably a filleting knife. Take each fillet in turn and place skin -side down on the board with the narrowest end facing you. Slide your knife in between the skin and the flesh from the tail end, and wiggle your knife to loosen and pull away the skin. Firmly take hold of the tail skin you have loosened and, working away from yourself, cut along the length of the fish, while moving the knife side to side. Keep the blade of your knife as flat and close to the skin as possible so as not to leave any flesh on the skin. Repeat with the second fillet.
2. Heat oven to 180C/160C fan/gas 4. Take a very large sheet of extra-wide foil (turkey foil works well), and lightly brush with olive oil. Place one salmon fillet on the foil and scatter over the sliced lemons, dill and half the fennel, and season generously. Place the second salmon fillet on top, domed side up. Season and drizzle with the wine.
3. Top with a second sheet of greased foil and fold up the edges to enclose the salmon in a parcel. Make the parcel quite loose so there is room for the steam. Lift onto a large baking tray and cook for 1 hr then remove and allow to rest in the foil for 10 mins.
4. While the salmon cooks, make the mayonnaise. Place the yolks and the mustard in a medium bowl, adding a pinch of salt, if you like. Pour the oil into a jug as you will need a controlled steady stream. Briefly whisk the eggs and start to drizzle on the oil very slowly, starting with a few drips at a time while continuously whisking.
5. Continue adding the oil. When the mayonnaise starts to come together, you can add the oil slightly quicker. Continue until all the oil has been added. If the mayonnaise curdles at any point, you can rescue it by cracking another yolk into a clean bowl and whisking the curdled mayonnaise into the fresh egg. Continue doing this then add any remaining oil.
6. When your mayonnaise is made, slowly stir in the vinegar and enough of the lemon juice to your taste - add more if you like it quite lemony. Season with salt and pepper, and stir in the chopped herbs. Keep chilled until the salmon is ready.
7. Mix the cucumber with some of the dill and the rest of the fennel. When the salmon has rested, cut the foil open and use two fish slices to carefully transfer the fish to a long serving platter. Sprinkle with the dill and garnish with lemon cheeks. Serve with the herby mayonnaise and cucumber salad.