Heat gas or charcoal grill. Cut 4 (18x8-inch) sheets of heavy-duty foil. Spray with cooking spray.
In large bowl, mix melted butter, dill weed, salt and pepper. Add salmon and turn to coat; place 1 fillet on centre of each sheet of foil.
Cut a lemon slice in half, and place on top of each fillet.
Bring up 2 sides of foil so edges meet. Seal edges, making tight 1/2-inch fold; fold again, allowing space for heat circulation and expansion. Fold other sides to seal.
Place packs on grill over medium heat. Cover grill; cook 6 minutes. Rotate packs 1/2 turn; cook 3 to 5 minutes longer or until salmon flakes easily with fork. Remove packs from grill; cut large X across top of each pack. Carefully fold back foil.
To make in oven, place packs on cookie sheet. Bake at 375°F 15 to 20 minutes or until salmon flakes easily with a fork.