Preheat oven to 350 F (or 175 C).
Massage the salmon fillets with about 1 teaspoon olive oil and sprinkle salt and pepper generously over them. Set aside (it's best if you can give them enough time to come to room temperature).
Trim off the top and bottom of the onion, then cut in half lengthwise. Slice into thin half-rings.
Quarter the lemon. Slice 3 of the lemon quarters into thin slices.
Place a big piece of parchment paper over a baking tray. Spread a thin layer of onion half-rings on the parchment paper to create a bed for the salmon to sit on. Place the salmon fillets on the onion bed, then place dill, lemon slices and the remainder of the onion half-rings on top of it (see image below). Sprinkle salt and pepper. Squeeze the last lemon quarter all over.
Fold the edges of the parchment paper to seal the package and then put the baking tray into the oven.
Bake for about 30 minutes (more or less depending on how thick your fillets are).
Remove from the oven and serve with more lemon.