Preheat the oven to 400°F (200°C/Gas Mark 6). Line a large baking dish with parchment paper.

Brush the salmon fillets on both sides with a little oil and season lightly with salt and pepper. Place in the baking dish and bake until the fish is pale pink and cooked through, 15–20 minutes. When cool to the touch, use your fingers or a fork to flake the salmon into bite-size pieces. (Remove and discard any bones. If the salmon fillets were skin-on, remove and discard the skin.)

In a medium bowl, whisk together the mayonnaise and lemon juice to combine. Add the flaked salmon, celery, red onion, dill, salt, and a generous amount of pepper. Mix gently to combine. Serve at room temperature or chilled.