For the salmon: Preheat the oven to 425 degrees F. Line a baking sheet with foil and spray with nonstick cooking spray.
Heat the oil in a heavy saute pan over medium-high heat. Add the shallots and cook until translucent and fragrant, about 2 minutes. Add the mushrooms and cook until the liquid evaporates, about 3 minutes. Add the spinach and wilt for 4 minutes. Season the mixture with salt and pepper. Let cool.
Dust a flat working surface with flour. Using a rolling pin, roll out the sheets of puff pastry into 1/4-inch thickness (each 12 by 12 inches). Put the pastry sheets side-by-side so they overlap slightly, by about 1/2 inch. Brush the overlapping strip with the beaten egg, stick both sheets together at the strip and seal with a fork. Transfer to the prepared baking sheet.
Spoon the cooled mushroom-spinach mixture over one side of the puff pastry rectangle. To make an even rectangle out of the salmon fillet, you can cut the top portion off of the belly and add it to the tail part. Place the fillet over the mushroom-spinach mixture. Season the salmon heavily with salt and pepper. Fold the other side of the rectangle over the filling and seal by brushing the edge with egg wash and crimping as you would a pie crust (you can use a fork; I crimped like a pie crust with my fingers). Fold the remaining 2 open edges of pastry under the salmon fillet. Brush everything with the egg wash.
Bake until the puff pastry is crisp and golden in color, 25 minutes. Let stand for about 8 minutes before slicing.
For the dill sauce: Put the clam juice in a heavy saucepot and bring to a boil. Lower to a simmer and reduce to 1/2 cup. Add the Mexican crema and heavy cream and reduce to 1 cup. Add the flour and whisk while boiling until thickened. Add the dill and season with salt and pepper.
Slice the salmon into 1 1/4 to 1 1/2-inch slices. Serve immediately with the dill sauce.