Preheat the oven to 200C/Gas 6. Lightly grease a baking tray with oil and line with greased baking paper.
Melt the butter and add the onion, spinach, dill and lemon zest. Cook until everything has softened and all the liquid has evaporated. Season with salt and pepper to taste.
Transfer the mixture to a bowl. Leave to cool completely. Once cooled, stir in the mascarpone.
Cut the block of pastry in half and roll each piece into rectangles the thickness of a £1 coin and an inch bigger than your side of salmon.
Dry the salmon
Place one rectangle of pastry on the prepared baking tray. Put the side of salmon on top and spread with the cooled filling.
Brush the edges of the pastry with the beaten egg. and place the other piece of pastry on top. Using your hands, mould it around the fish, making sure the edges of the pastry meet where you brushed with the egg.
Seal the edges by pressing down with the back of a fork. Score the top of the pastry with a knife and brush all over with the beaten egg. This will give it a beautiful shine.
Sprinkle with a little sea salt and bake in the oven for 20-25 minutes until the pastry is crisp and golden.