Gather ingredients. Preheat the oven to 350 degrees F (190 degrees C). Line a baking sheet with parchment paper and set aside.

Pat the salmon fillets dry with paper towel and season with salt and pepper. Lay skin-side down on a cutting board or plate and top each fillet with a tablespoon of pesto, or more to taste, ensuring the entire top of the fillet is evenly covered. Set aside while you prepare the phyllo.

Lay a sheet of phyllo flat on a work surface and brush with olive oil. Lay another sheet on top, brushing with oil. Repeat process for a total of four sheets, leaving the top of the last sheet dry.

Place one of the prepared salmon fillets at the bottom of the stack of phyllo sheets with the pesto side facing up. Roll over once, so the skin side is facing up, then fold over the sides. Brush all over with oil.

Continue rolling until the end of the phyllo, then place on the parchment-lined baking sheet with the pesto side facing up and brush the top with oil. Score the top 2 to 3 times to allow steam to release.

Bake parcels in the preheated oven for 20 to 25 minutes, until the phyllo is golden brown. Remove from oven and let rest a minute or two before serving.