Preheat the oven to 400 degrees
Whisk together the olive oil, lemon zest, lemon juice, garlic, salt and pepper in a bowl
Place salmon filets in a greased 9x13 baking pan
Pour olive oil mixture over the salmon filets and then sprinkle the chopped dill on the salmon, distributing evenly
Bake in the oven for 12-15 minutes until salmon is fully cooked
While salmon is baking, place all ingredients for the feta yogurt sauce in a food processor
Blend until smooth
When fish is done cooking, take out and let cool
Once cool, place the fish on a plate and pour the feta yogurt sauce over it
Serve and enjoy!