Preheat the oven to 400 degrees Fahrenheit (200 degrees Celsius) and line a baking sheet with parchment paper.

Blanch asparagus in boiling water for 2 minutes, immediately transfer to an ice bath to stop cooking, and pat dry.

In a medium bowl, whisk together the ricotta cheese, lemon zest, dill, salt, and pepper until well combined.

Butterfly each salmon fillet by cutting horizontally through the middle, stopping just before the edge, and opening like a book.

Spread approximately 2 tablespoons of the ricotta mixture onto each salmon fillet.

Place 3 asparagus spears in the center of each fillet and roll the salmon tightly over the filling.

Arrange the rolls seam-side down on the baking sheet and secure with toothpicks if needed.

Drizzle the tops with olive oil and lemon juice.

Bake for 12 to 15 minutes or until the internal temperature of the salmon reaches 145 degrees Fahrenheit (63 degrees Celsius).