Special equipment: 4 (3-foot) pieces of twine, or other non-flammable natural fiber
Soak twine in hot water for 5 minutes.
Rinse salmon in cold water and pat dry with towel.
Repeat the following for each salmon steak: Rinse 2 romaine leaves in water, shake off excess water. Drizzle 1/2 teaspoon of oil over the inside (concave) side of leaves.
Place salmon fillet in the center of 1 leaf (concave side up).
Pour the juice of 1/2 lemon over salmon, trapping the drippings with the leaf. Season with salt and pepper. Top with 1 teaspoon capers, 2 sprigs of dill, and 1 lemon slice.
Place the second leaf, concave side down, over salmon. Fold the ends of the bottom leaf up to keep juices trapped, and wrap the string around the leaves to seal. Tie string in a knot.
Preheat oven to broil. Set rack in the highest position.
Broil romaine-wrapped salmon for 5 minutes per side. The lettuce will blacken—this is a good thing. Cooking time will vary according to the exact thickness of the fillet. (Salmon can also be grilled over direct heat for 5 minutes per side).
To serve, instruct guests to cut string and remove top leaf. Yes, they can eat the blackened lettuce.
Recommended beverage: Pinot Noir (if salmon is farm-raised), Zinfandel (if salmon is wild)