Scatter the sliced lemon and red onion at the bottom of a large baking dish. Add salmon fillets, to baking dish. Season with salt and pepper and bake until opaque and flaky, 18 to 20 minutes.
Meanwhile, to make topping: Into a bowl add feta, tomatoes, olives, cucumbers, chopped red onion, olive oil, and dill. Fold gently to combine.
To serve, plate salmon with lemon and red onion slices and top with feta mixture.
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