Mix together the dill, mustard, lime juice and sugar in a bowl. Stir in the cream and a little seasoning.
Put the fennel in a 2 litre (3½ pint) shallow, ovenproof dish or pie dish. Drizzle with the oil and bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 20 minutes, turning once or twice during cooking, until softened.
Cut the salmon into 8 chunky pieces and add to the dish with the egg quarters, tucking them between the fennel slices so that all the ingredients are evenly mixed. Spoon the cream mixture over and return to the oven for 15 minutes.
Roll out the pastry on a lightly floured surface and cut out 8 x 6 cm (2½ inch) squares. Brush the tops with egg yolk to glaze and make diagonal markings over the surface of the pastry with the tip of a sharp knife. Sprinkle with pepper.
Place a double thickness of greaseproof paper over the dish of salmon and put the pastry squares on the paper. Bake for 10–15 minutes until the pastry is risen and golden. Slide the pastry squares on to the salmon and serve with a herb salad.