Place a baking sheet in the upper third of the oven and preheat to 450˚ F. Toss the potatoes, bell peppers and onion with 3 tablespoons olive oil, 1/2 teaspoon salt and a few grinds of pepper. Spread on the hot pan and roast, stirring halfway through, until the potatoes are tender and browned in spots, 15 to 20 minutes.
Meanwhile, roughly chop the capers, cornichons and parsley. Combine the yogurt in a bowl with the capers, cornichons and half the parsley. Stir in the lemon zest, 1 tablespoon lemon juice and a pinch of Old Bay; season with salt and pepper.
Coat the salmon with the remaining 1 teaspoon each olive oil and lemon juice and 1 1/2 teaspoons Old Bay; season with salt. Stir the potato mixture and make space on the pan for the salmon fillets. Add the salmon to the pan and roast until the fish flakes easily with a fork, 7 to 10 minutes depending on the thickness.
Divide the salmon and potatoes among plates and top with the yogurt sauce. Sprinkle with the remaining parsley.