Thinly slice half of the lemon, reserving the other half for the salsa. Place the lemon slices on a sheet of parchment paper on a baking sheet and arrange the salmon fillets on top so they are tightly packed and touching.
Sprinkle salmon with the vermouth and season with salt and pepper. Pull the parchment up over the fish and fold to enclose the salmon and bake in preheated oven for 15 minutes until cooked through.
While salmon is cooking prepare the Salsa.
To serve, open the salmon parcel and cover the salmon with the salsa and sprinkle with crispy shallots.