Preheat the oven to 400°F. Line a baking sheet with parchment paper.
In a skillet, heat olive oil over medium heat. Add chopped spinach and sauté until wilted, about 2-3 minutes. Remove from heat and let cool slightly.
In a mixing bowl, combine cream cheese, Parmesan cheese, garlic powder, dill weed, and lemon juice. Stir in the sautéed spinach and mix until well combined. Season with salt and pepper to taste.
Roll out the puff pastry on a lightly floured surface. Cut the pastry into two rectangles large enough to encase each salmon fillet.
Place a salmon fillet in the center of each pastry rectangle. Top each fillet with a generous spoonful of the spinach and cream cheese mixture.
Fold the pastry over the salmon, sealing the edges by pressing them together. Brush the tops with the beaten egg for a golden finish.
Place the wrapped salmon on the prepared baking sheet and bake for 20-25 minutes, or until the pastry is golden brown and flaky.
Let the Salmon Wellingtons cool for a few minutes before serving.