Season the salmon fillets with lemon juice and season with the old Bay seasoning. Cook the salmon in the air fryer at 400 degrees for 8 to 10 minutes, or in the oven at 400 degrees on a baking sheet for 8 to 10 minutes.
Set a skillet over high heat and add the butter, heavy cream, Dijon mustard, and some old Bay seasoning. Once it's bubbling reduce the heat to medium low and simmer for three minutes, stirring a few times.
Add the feta cheese crumbles and most of the fresh dill, save some to garnish when serving.
Cook 2 to 3 more minutes stirring a few times, serve the cream sauce over the salmon when the sauce is at the thickness you prefer. Garnish with the extra fresh dill.