Heat oven to 200C/180C fan/gas 6. Place two sheets of baking parchment (large enough to wrap up each salmon fillet) on your work surface.
Put the leeks in a pan with 6 tbsp water, cover and bring to the boil. Cook for 5 mins until the water has been absorbed and the leeks are almost tender. Stir in the mascarpone, 1 tbsp dill and some seasoning.
Spoon half the creamy leeks into the middle of one sheet of parchment and place a salmon fillet on top, then repeat to make a second parcel. Sprinkle over the lemon zest with a squeeze of juice, then scatter over the capers and the remaining 1 tsp dill.
Bring the parchment up over the fish and join the two edges together by folding them over several times down the middle. Do the same with the ends and place the parcels, spaced apart, on a baking sheet.
Bake for 12-15 mins, depending on how well done you like your fish, then carefully tear open the parcel. Serve with lemon wedges for squeezing over, baby potatoes and wilted spinach, if you like.