Preheat oven to 200°C.
Toast mustard seeds in a small dry fry pan over medium heat until golden and some begin to pop, about 1 minute.
Transfer to a small plate and let cool.
Lay 4 large rectangular pieces of baking paper on a work surface.
Place kale on each sheet; top with potatoes, shallots, then salmon; season with salt and pepper.
Add the lemon slices and mustard seeds on top of the fish, then drizzle with oil.
Fold paper over fish and crimp edges tightly to form a sealed packet.
Place packets on a large on a shallow oven tray lined with baking paper, and bake for 20 minutes.
For the sauce, whisk yoghurt, dill, mustard, and horseradish in a small bowl.
Season with salt and pepper.
Serve the salmon on separate plates still in their parcels, being careful to open them as steam will escape.
Add yoghurt sauce on the side.
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