
Get ready. Position one oven rack in the center and one rack about 6 inches from the broiler. Preheat your oven to 400°F. Pat the salmon fillets dry with paper towels and place them on a foil lined baking sheet. Brush the foil and the filets on all sides with olive oil. Season each piece of salmon evenly with the seafood seasoning, plus a good pinch each of kosher salt and black pepper.
Roast the salmon. Roast the salmon fillets until they’re opaque and flakes easily with a fork, 12 to 14 minutes, depending on how thick they are. Set the cooked salmon aside to rest for 5 minutes. Switch the oven to broil.
Make the yogurt-dill sauce. In a small bowl, mix together the Greek yogurt, shallot, dill, capers, and lemon zest. Season to taste with salt and black pepper. Set aside.
Toast the bread. Brush one side of each slice of bread with a thin layer of olive oil and lay them out, oil side up, on a second baking sheet. Broil the bread just until lightly browned and crisp on the oiled side, 1 to 3 minutes, watching closely to ensure it doesn’t burn. Remove from the oven.
Assemble the sandwiches. Spread a generous layer of the yogurt sauce on the toasted side of each slice of bread. Place a few butter lettuce leaves and a few sliced pickles on four of the slices, then top with a piece of salmon. Close the sandwiches with the remaining bread. Serve immediately.