Preheat your oven to 425 F degrees. Spray a large baking sheet with cooking spray and set aside.
In a medium size bowl, toss the baby potatoes with the 2 tbsp of olive oil, rosemary, oregano, parsley, and season with salt and pepper.
Place the salmon fillets onto the prepared sheet pan. Drizzle with 1 tbsp of olive oil and season with salt and pepper on both sides. Arrange the potatoes on the pan in between the salmon fillets. Place a lemon slice on top of each salmon fillet, for additional lemon flavor.
Place the sheet pan in the oven and bake for 20 minutes.
Meanwhile, In a bowl whisk together the yogurt, mayonnaise, horseradish, lemon juice, dill, shallot, salt, and pepper. Cover with plastic wrap and refrigerate until ready to use.
Remove the lemon slices from the salmon fillet and top with a couple tbsp of the dill sauce. Serve along with roasted potatoes.