Step 1

Preheat the oven to 450 degrees F (230 degrees C). Line a baking sheet with foil and lightly grease with 1 teaspoon olive oil.

Step 2

Place salmon tail skin-side down onto a paper towel. Place a knife at the point of the tail; use a sawing motion to carefully cut the salmon away from the skin. Trim off any connective tissue. Cut salmon in half lengthwise into 2 equal pieces. Cut each piece lengthwise into 3 long strips.

Step 3

Place 1 strip of salmon on the prepared baking sheet. Wind the strip into a spiral, with the thickest part in the center. Overlap the thin end of a second strip over the first; wrap around the spiral. Position the third strip in a way that maintains the circular shape. Repeat with the other 3 strips to form the second medallion.

Step 4

Fold a 15x4-inch piece of aluminum foil a few times to make a long strip about 1 1/2-inches wide. Rub the foil with the remaining oil and wrap it around the outside edges of a salmon medallion, creating a collar. Pinch foil together and make sure salmon is as round and uniformly thick as possible. Repeat with the second medallion.

Step 5

Mix mayonnaise, cayenne pepper, and lemon juice together in a small bowl.

Step 6

Season the tops of the medallions with salt; spread the mayonnaise mixture evenly over each one.

Step 7

Bake in the center of the preheated oven until just cooked through, about 10 minutes. Carefully remove foil.