Preheat oven to 400°F. Lightly coat shallow baking dish with nonstick cooking spray. Place fish, skin side down, in pan. Sprinkle fish with salt and lemon pepper; drizzle with 2 tablespoons of the olive oil; set aside.
Heat remaining 2 tablespoons olive oil in medium skillet over medium-high heat. Add fennel and garlic and sauté 5 minutes or until tender. Remove from heat and stir in sun-dried tomatoes, dill and lemon juice. Pour over salmon.
Bake 15 to 20 minutes or until fish flakes with fork. Sprinkle with goat cheese; bake 5 minutes more.
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