Heat olive oil in a large skillet on medium-high heat. Once the skillet is hot, add the fresh salmon, searing each side for about five minutes.
Once the salmon is cooked through, set aside and cover while you prepare the sauce.
In the same pan, saute minced garlic over medium heat until fragrant.
Add the heavy cream, cream cheese, lemon juice, and capers to the pan.
Bring to a light simmer, stirring frequently to thicken.
Once the sauce begins to thicken, add the salmon back in the pan and brush the cream sauce over the fillets.
Reduce heat to medium-low, just to reheat the salmon.
Garnish with the fresh dill and grated Parmesan cheese.