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Step 1
Heat the oven to 400°F. Line a rimmed baking sheet with aluminum foil.
Step 2
Pat 4 (6-ounce) salmon fillets dry with paper towels and place on the baking sheet. Brush all over, including the bottoms, with 1 tablespoon of the olive oil, then season with 1/2 teaspoon of the kosher salt and 1/4 teaspoon of the black pepper. Arrange skin-side down.
Step 3
Roast until the salmon is opaque and flakes easily with a fork, 12 to 15 minutes. An instant-read thermometer inserted into the middle of the thickest part should register 120°F to 130°F for medium-rare, or 135°F to 145°F for well-done.
Step 4
Meanwhile, thinly slice 3 medium scallions, keeping the dark green parts separate from the white and light green parts. Heat the remaining 1 tablespoon olive oil in a small skillet over medium heat until shimmering. Add 1/2 small diced fennel bulb and the white and light green parts of the scallions. Cook until softened but not browned, about 4 minutes.
Step 5
Remove the skillet from the heat. Stir in 2 ounces room-temperature cream cheese and 2 tablespoons water until smooth. Stir in the dark green scallions parts, 1/4 cup finely chopped fresh parsley leaves, 1 tablespoon finely chopped fennel fronds, and the remaining 1/4 teaspoon kosher salt and 1/4 teaspoon black pepper. Taste and season with more kosher salt and black pepper as needed.
Step 6
Remove the salmon from the oven and turn the oven to broil. Divide the cream cheese mixture between the salmon fillets (about 2 tablespoons each) and spread evenly over the top of each fillet. Broil until the topping is browned in spots, about 3 minutes. Serve with lemon wedges.