Make a bed of lemon slices, shallot, and fennel in the bottom of a wide skillet with a lid.

Lightly season salmon fillets with salt and pepper, then place them, skin side down, on the lemon slices, shallot, and fennel. Scatter dill around the pan and on top of the salmon. Pour in water and wine; the liquid does not need to cover the salmon.

Place skillet over medium-high heat and bring to a simmer. When liquid is aggressively simmering (not boiling), turn the heat to low and cover skillet with its lid. Cook until an internal temperature thermometer reads between 125°F to 130°F, 5–12 minutes, depending on how thick the salmon fillets are. I recommend using two spatulas to remove the fish from the pan so it remains whole while transferring it to a plate.