Preheat oven to 300°F. Bring water to boiling in a tea kettle or saucepan.
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.
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.
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.
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.