Step 1: Preheat your oven to 400°F (200°C). Lightly grease a baking dish or line a baking sheet with parchment paper.
Step 2: Prepare the salmon fillets. Using a sharp knife, make a deep horizontal cut into the thickest part of each salmon fillet, creating a pocket without cutting all the way through to the other side.
Step 3: In a medium bowl, combine the lump crab meat, chopped shrimp, softened cream cheese, Parmesan cheese, fresh dill, lemon juice, lemon zest, garlic powder, and cayenne pepper (if using). Mix gently until well combined.
Step 4: Carefully stuff each salmon pocket with an equal portion of the crab and shrimp mixture. Don't overfill. Gently press the salmon closed around the stuffing.
Step 5: Drizzle the outside of each stuffed salmon fillet with olive oil and season generously with salt and black pepper.
Step 6: Place the stuffed salmon fillets in the prepared baking dish or on the baking sheet.
Step 7: Bake for 20-25 minutes, or until the salmon flakes easily with a fork and reaches an internal temperature of 145°F (63°C). The stuffing should also be heated through.
Step 8: Remove from the oven and let the salmon rest for 5 minutes before serving. Garnish with extra fresh dill or lemon wedges if desired.