How to Make It
Preheat oven to 275°F. Slice half of orange into rounds. Squeeze 2 tablespoons juice from other half into a bowl; set aside. Arrange half of citrus rounds in a 13-by-9-inch baking dish. Place salmon, skin side down, on citrus; season with 1 teaspoon salt. Top with remaining citrus rounds and dill sprigs. Drizzle with ¼ cup oil and bake until salmon is opaque, about 50 minutes.
Add mayonnaise, mustard, pepper, and ¼ teaspoon salt to bowl with orange juice; stir to combine. Toss together cucumbers, sugar, and remaining 1¼ teaspoons salt in a medium bowl. Let sit for 5 minutes; drain. Stir in vinegar, shallot, and remaining 2 tablespoons oil. Top salmon with more dill sprigs and serve salad and sauce on the side.