Preheat your oven to 400°F (200°C) to prepare for even cooking and a slight crust on the salmon.
In a small bowl, combine the extra virgin olive oil, lemon zest, lemon juice, salt, and freshly ground black pepper.
Pat the salmon fillets dry with paper towels and place them in the baking dish. Brush the lemon-oil mixture generously over the top of each fillet.
Bake the salmon in the preheated oven for 12-15 minutes, or until it flakes easily with a fork and reaches 145°F (63°C) internal temperature.
While the salmon bakes, combine Greek yogurt, mayonnaise, minced garlic, chopped dill, milk, honey, salt, and pepper in a mixing bowl. Whisk until smooth and creamy.
Adjust sauce consistency with more milk if needed and taste to adjust seasoning.
Remove the cooked salmon from the oven and drizzle the creamy dill sauce over the fillets. Serve immediately with additional dill and lemon wedges if desired.