Preheat the oven to 450'. Lightly grease a baking dish with olive oil.
Place two-thirds of the lemon slices in the greased baking dish. Place the salmon fillet on top of the bed of lemons, cover it with the remaining slices, drizzle with olive oil, and sprinkle with salt and pepper. Bake for 20-25 minutes, until the salmon is a light pink on the outside and a deeper pink inside. Remove from the oven and serve with the lemon-dill sauce.
To prepare the lemon-dill sauce; in a food processor or blender, beat the heavy cream and sour cream until thick. Add the lemon juice, dill, salt and pepper and blend until combined. Refrigerate until ready to serve.