Preheat oven to 350 degrees.
Cut a piece of cheesecloth large enough to wrap the salmon completely. Line a glass baking dish large enough to hold the salmon in one layer with the cheesecloth. Lay salmon fillet(s) on cheesecloth.
Spread lemon slices over top of salmon. Top with sliced onions. Scatter peppercorns over the top. Place bay leaves evenly on top. Fold over cheesecloth to cover completely and tuck in sides. Pour wine over the top. Bake for 30 to 40 minutes, or until an instant read thermometer inserted in the thickest part of the fillet reaches around 125 to 130 degrees.
Using two large flat spatulas, carefully remove fish from pan and place on a cutting board to cool (takes around 30 minutes). Once cool, wrap in plastic wrap and refrigerate for at least 2 hours, up to 2 days.
When ready to serve, remove cheesecloth, bay leaves, onions and peppercorns. Carefully remove lemon slices and set aside. With a damp paper towel, gently wipe off any white residue on top of salmon. (It’s coagulated protein and it’s fine to eat, it just doesn’t look pretty!) Using two large flat spatulas, move salmon to a serving platter.
Wipe any white residue off of lemon slices; arrange decoratively on top of cooked salmon (see photo). Garnish with fresh dill. Place cucumber sauce in a bowl and serve on the side.