In a small bowl, add the lemon zest, dill and olive oil and combine well. Rub the tuna with the mixture and marinate, covered, in the refrigerator for 1 hour.
Preheat oven to 450 degrees F.
Place 2 cups of the salt on a baking tray. Lay 1 side of the tuna in the salt and place in a very high oven or on a grill and bake for 15 to 20 minutes for medium-rare to medium, or longer if desired. All sides should be seared and the inside of tuna should be rare.