Preheat the oven to 400°F/200°C.
Mix Greek yogurt, chopped fresh dill, lemon juice, minced garlic, salt, and pepper together in a small bowl. Place in the fridge until ready to use.
Julienne carrot into strips, cut the bell pepper into small cubes and broccoli into little pieces.
Put olive oil on a baking sheet and add broccoli florets, carrots, and bell pepper cubes. Sprinkle vegetables with salt and pepper. Cook until soft, about 8-15 minutes depending on thickness of slices.
Heat olive oil in a frying pan and place salmon skin side down. Cook about 3 minutes on each side depending on thickness, or according to your desired level of doneness
Add roasted vegetables to one side of a dinner plate. Place salmon on other side of the plate. Pour dill sauce over salmon (and vegetables, if desired) and add a squeeze of lemon.