Instructions: Pre-heat oven to 220C (Gas 7). Heat oil and seal the "bone side" of the salmon. Take out and leave to cool.

Mix the cheese with the dill, lemon juice, salt and pepper.

Lay a sheet of filo pastry on the table and brush with melted butter. Fold it in half and place a quarter of the filling on the pastry with the salmon on top and fold pastry, making a parcel, cutting away any extra.

Brush with the melted butter and place on baking sheet. Repeat with remaining 3 salmon steaks.

Bake in oven for 15-20 minutes,

To make sauce: Cook the shallots in 1 oz butter; add the wine and reduce the heat.

Add double cream. Bring to the boil and add white wine vinegar. Take 8oz cold butter and chop. Whisk into cream mixture and season.

Lastly, add the dill and serve.

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