Preheat your oven to 400°F (200°C). Prepare a baking dish by lightly greasing it with cooking spray or a drizzle of olive oil.

In a small bowl, mix together the olive oil, salt, and black pepper. Rub this mixture evenly over the salmon fillets to season them well.

Place the seasoned salmon fillets in the prepared baking dish, skin-side down.

In a medium saucepan over medium heat, add the minced garlic and sauté for about 1 minute until fragrant, being careful not to burn it.

Pour in the heavy cream and bring the mixture to a gentle simmer. Stir occasionally to prevent sticking.

Add the grated Parmesan cheese, Dijon mustard, lemon juice, chopped parsley, and thyme leaves to the saucepan. Stir until the cheese has melted and the sauce is smooth and creamy.

Pour the creamy sauce over the salmon fillets in the baking dish, ensuring they are well coated.

If desired, sprinkle capers on top of the salmon for added flavor.

Bake the salmon for 15-20 minutes, or until it flakes easily with a fork and reaches an internal temperature of 145°F (63°C).

Once cooked, remove the salmon from the oven and let it rest for a couple of minutes before serving. Garnish with additional parsley if desired.