Preheat oven to 400ºF. For easy clean up, line rimmed baking sheet with parchment paper.
If you bought a whole salmon fillet, cut it into 4 equally-sized pieces. Pat the salmon dry with paper towels. Arrange the filets on baking sheet.
1 ½ pounds salmon
Scrub the fennel bulb. Cut the fennel into quarters, cut out the core, and very thinly slice each quarter (the thinner the better). I use my mandoline. You should have about 2 heaping cups of sliced fennel.
1 medium fennel bulb
In a large bowl, toss together fennel, tomatoes, shallots, 1 tablespoon olive oil, ½ teaspoon salt, and ¼ teaspoon black pepper. Arrange in a single layer around the salmon.
In a small bowl, stir together remaining 1 tablespoon olive oil, ½ teaspoon salt, and ½ teaspoon black pepper with garlic, lemon juice, capers, dill, and Dijon mustard. Spread the sauce onto salmon. There will be plenty of sauce so it's okay if some of it spreads into the vegetables.
Roast 18 to 20 minutes or until salmon reaches desired temperature (I recommend 145ºF) when checked with an instant read thermometer. The salmon should be opaque and flake easily with a fork.
Plate with one portion of salmon and ¼ of the vegetable mixture. Serve immediately, garnished with sprigs of fresh dill or fennel fronds.
Video
Notes
Variations: If you prefer, substitute Kalamata or Castelvetrano olives for the capers. Other vegetables could be substituted for the fennel and tomatoes, if you like. You can omit the Dijon mustard if you prefer.
Make it a main course salad: Serve the warm salmon and vegetables on a bed of salad greens dressed with a light vinaigrette.
Storage: Leftovers should be refrigerated promptly in a covered container for up to 2 days. Reheat in the microwave being careful not to overheat the salmon. Fennel bulbs should be refrigerated in the crisper drawer of your refrigerator where they stay fresh for 7 to 10 days.