Gather all ingredients. Preheat the oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper; set aside.

Pat salmon fillet dry with paper towels. Sprinkle salt and pepper on both sides of salmon fillet.

Mix mayonnaise, mustard, oregano, basil, dill, lemon zest, and thyme in a small bowl. Set aside 1/2 of the mixture for serving.

Spread remaining mixture on the top of salmon fillet.

Unfold puff pastry on a lightly floured surface. Use your fingers to even out the folds in the pastry.

Spread spinach in center of pastry in a rectangle the size of the fillet, and sprinkle with feta cheese.

Place salmon, mayonnaise-side down, on top of feta cheese.

Beat egg and water together in small bowl. Brush the edges of pastry with egg wash to ensure the puff pastry is “glued” together.

Lift edges of pastry and slightly stretch to enclose the salmon.

Pinch edges to seal. Place the bundle, seam-side down, on prepared baking sheet. Brush egg wash on tops and sides of pastry.

Cut several small slits in top of pastry to allow steam to escape.

Bake in preheated oven until pastry is golden brown, about 40 minutes. An instant-read thermometer inserted into the center of the salmon should be at least 145 degrees F (62 degrees C). Let stand for a few minutes before serving.

Serve with reserved herb Dijon mixture and lemon wedges.