Preheat oven to 350.In medium saucepan, combine coconut milk, ghee, shallots, salt, pepper, lemon zest and capers.Bring to simmer, mixing to ensure ghee is melted.Cut salmon into wide strips and sprinkle with some salt and pepper.In large cast iron skillet (or other oven-proof skillet) place salmon skin-side down.Pour sauce around salmon and add dill and fresh lemon slices,Cover and let simmer 5 minutes.Uncover and use a spoon to baste the salmon with the simmering sauce.Place in oven and let cook 20 minutes (uncovered).Baste again after 10 minutes.Remove and serve immediately - serve with sauce!