Zest lemons to yield 2 tbsp. zest. Sprinkle salmon fillets with 1 1/2 tbsp. zest (set remaining zest and whole lemons aside) and 1 1/2 tbsp. dill, dividing evenly among fillets and patting to adhere. Wrap fillets in plastic wrap and refrigerate at least 2 hours and up to overnight.
Slice cucumber paper-thin on a mandoline or other handheld slicer. Cut onions in half. In a bowl, whisk together vinegar, sugar, and 1/2 tsp. salt. Add cucumber, onions, remaining lemon zest and dill, and toss gently to coat. Taste and adjust seasonings, if necessary.
Prepare a gas or charcoal grill for indirect heat. If using a gas grill, turn all burners to high and close lid. When the temperature inside the grill reaches 400°, lift lid and turn off one of the burners, creating the indirect-heat area. If using a charcoal grill, light 50 to 60 briquets and let burn until just covered with ash, 20 to 30 minutes. Mound them to one side, leaving a cleared area for indirect cooking.
Fold two 12- by 18-in. pieces of heavy-duty aluminum foil in half widthwise to form rectangles. Using the tip of a small knife, make holes in rectangles about 2 in. apart and widen each hole to the size of a dime. Grease foil with olive oil; set over direct heat for 2 minutes.
Brush salmon skins with oil. Set 2 fillets, skin side down, on each foil rectangle. Cover grill (if using charcoal, open vents on lid) and cook fish until skin is light brown and really sizzling, 5 to 6 minutes. Using tongs, slide foil to indirect heat, cover, and cook until all but top 1/4 in. is cooked, 3 to 8 minutes. Slide fish back over direct heat, cover, and cook until fish is cooked through (cut to test) and skin is browned and crisp, about 3 minutes.
Transfer foil with salmon to a rimless baking sheet and, sliding an offset cake spatula or other thin spatula between salmon skin and foil, very gently free fish from foil. Season each fillet with salt and a few drops of juice from a remaining lemon. Serve with cucumber salad.
Note: Nutritional analysis is per serving.