Heat broiler, with rack 4 inches from heat. Combine zucchini, lemons, and dill on a large rimmed broiler-proof baking sheet. Drizzle with oil, and season with salt and pepper; toss to coat.
Nestle salmon fillets among vegetables; season generously with salt and pepper. Broil until vegetables are tender and fish is opaque throughout, 15 to 20 minutes.