Preheat the oven to 450 degrees. Line a baking sheet with tin foil, then coat it with cooking spray.
Combine the butter olive oil and Dilly Delight together then spread evenly over the top of the fish. Season with sea salt and freshly ground black pepper. Layer with lemon slices. Place on the prepared baking dish.
Place in the oven and bake for 10 minutes or until the salmon flakes easily with a fork. Remove from the oven and serve.