In a small bowl whisk the sauce ingredients. Refrigerate until use.

In a separate small bowl whisk the marinade ingredients.

Pat the salmon dry and arrange, skin-side down, in a baking dish. Generously brush the flesh sides with the marinade and lightly season with salt and pepper. Let stand at room temperature for 15 to 30 minutes.

Arrange the lemon slices on a plate and brush on both sides with some of the remaining marinade.

Prepare the grill for direct cooking over medium heat (350° to 450°F). Preheat a griddle or large cast-iron skillet in the center of the grill for 10 minutes.

Using a metal spatula, place the salmon directly on the hot griddle, flesh-side down first, spacing the fillets evenly so they are easy to turn. Close the lid and sear the salmon over direct medium heat, with the lid closed, until you can lift the salmon fillets off the griddle without sticking, about 3 minutes. Turn the salmon fillets over and baste with the sauce. Close the lid, and continue to cook to your preferred doneness, 3 to 5 minutes more for medium rare, depending on the thickness. While the salmon is cooking, grill the lemon slices on the cooking grates over direct medium heat until the lemons are charred and lightly caramelized in spots, 3 to 4 minutes, turning once or twice. Slip a spatula between the skin and the flesh of the salmon and transfer the salmon and lemons to individual serving plates. Garnish with fresh dill sprigs and serve with the yogurt sauce.