I am sure I have previously mentioned, Wild Coho Salmon is my absolute favorite Salmon.  It is right in the middle of the other Salmon Species.  Sockeye is the strongest tasting fish, then Coho, then Pink Salmon.  I sound like Goldilocks when it comes to Salmon...but I can't help it....Wild Coho is just sooooo tasty! Not too strong and not too mild - perfect!
These Coho Salmon Steaks were previously frozen.  They were quite large - I could not even finish mine.  They were about 1 1/2 inches thick - and I suspect still a bit frozen in the thickest part.  I defrosted them in the fridge - I would recommend if using frozen salmon steaks to defrost in the fridge about 8 hours or until completely thawed.
When it comes to fish of any kind, I always use a high heat - 425 - 450 degrees.  As these were a tad bit frozen still they took a good 25 minutes to cook through.  Estimate your time based on the thickness of the fish.
Preheat the oven to 425-450 degrees.
2 Wild Salmon Steaks
Sauce:
2 tsp. capers
Zest of one small lemon
3 heaping Tblsp. of Mayonnaise
1 heaping tsp. Dijon Mustard
1 Scallion, finely diced - white and green part
3 tsp. dill weed - or more if you want a stronger dill taste
fresh cracked pepper
1 finely minced garlic clove
Finely mince the garlic clove, and scallion.  Add to a bowl, then roughly chop the capers, adding to the bowl.   To that add the zest of one lemon, mayonnaise, dijon mustard, dill weed, and freshly cracked pepper.  Mix well and set aside.

Rinse the Salmon Steaks, and pat dry.

Transfer the Salmon Steaks to a casserole dish, then slather on the sauce to coat well.
Cover and bake 20-25 minutes depending on the thickness of the Salmon.  Delicious Coho, enjoy!