1. Preheat oven to 300 degrees F. Bring water to boiling in a tea kettle or saucepan.
2. Meanwhile, use the shredder attachment of a food processor or a box grater to coarsely shred the cucumber. Place in a medium bowl; toss with salt. Let stand 10 minutes.
3. Arrange the salmon fillets in a 2-quart square or rectangular baking dish, skin side down. Pour water over fish to cover. Cover dish with foil and carefully place on oven rack. Bake for 20 minutes.
4. In a medium bowl stir together the yogurt, garlic, dill, olive oil, and pepper. Place cucumber in a fine mesh strainer and press gently with the back of a spoon to squeeze out excess liquid. Add cucumber to yogurt mixture and stir to combine.
5. Remove salmon from the oven. Uncover dish and let stand 5 minutes. Carefully lift salmon from the water. Slide a spatula between the skin and flesh of the salmon to remove skin; discard skin. Serve salmon with yogurt sauce and lemon wedges.