In a sauté pan over medium heat, melt 2 tbsp butter. Add the shallot and cook until translucent (about 2 minutes), then stir in garlic until fragrant (30 seconds). Add spinach and cook until just wilted. Season with salt, pepper, lemon zest, and nutmeg. Stir in the cream cheese until the mixture is creamy. Remove from heat and let cool slightly.

Pat the fillets dry. Rub with olive oil, salt, pepper, and smoked paprika. Set aside.

Preheat your oven to 400°F (200°C). On a lightly floured surface, roll out the puff pastry to smooth seams but keep roughly original dimensions.

Place a salmon fillet on the pastry. Spoon a quarter of the spinach filling over the top (optional: layer salmon spinach underneath or over the fish). Fold the pastry up around the fillet, sealing seams by pinching or folding under. Brush with egg wash. Repeat for all fillets.

Transfer each parcel to a parchment-lined baking sheet. Bake for about 25–30 minutes, or until pastry is puffed and golden and fish registers 125–130°F internally. Remove from the oven and let rest for 5 minutes (residual heat finishes cooking).

In a saucepan over medium-low heat, melt butter. Whisk in heavy cream, Dijon mustard, lemon zest, and lemon juice. Simmer gently until slightly thickened (about 5 minutes), stirring occasionally. Taste and adjust seasoning.

Place the baked salmon wellington on warmed plates. Spoon lemon cream sauce alongside or drizzle on top. Garnish with dill or chives and a lemon slice. Serve immediately with steamed vegetables, roasted potatoes, or a crisp green salad.