Preheat the oven to 180C/350F/Gas 4. Place each salmon fillet on top of a piece of greaseproof paper, place a knob of butter and slice of lemon on top of the fish. Draw the edges of the paper together to make a parcel, leaving enough room inside for the steam to circulate during cooking, then fold over the edges of the paper to seal. Cook in the oven for 20 minutes.
For the sauce, place the melted butter, lemon juice, flour, crÃ¨me frÃ¢iche and egg yolk into a food processor or blender and pulse until smooth. Season with sea salt and freshly ground black pepper then blend again.
Pour the blended mixture into a heatproof bowl and set the bowl over a pan of barely simmering water. Whisk continuously over a low heat for about 10 minutes until thick and fluffy then add the sorrel and spinach and heat gently for a few minutes. Check the seasoning and serve hot with the cooked salmon.