Preheat the oven to 180C/350F. On a large, rimmed baking sheet place a piece of foil large enough to create a pocket to encase the salmon. (see photos) Scatter half of the lemon slices and dill sprigs on the foil and place seasoned with salt and pepper salmon directly on them. Then cover the salmon with the remaining lemon slices, dill and bay leaves.
Fold the sides of the foil up, so the foil can hold liquid and pour the rose wine all around the salmon, then bring the sides of the foil together and seal while leaving a small opening in the middle. Put in the oven and bake for 25-35 minutes depending on the size of your fish. (Mine baked in 33 minutes.)
While the salmon is baking, melt the butter in a pan and saute chopped shallots over low heat for 5 minutes, then add the wine, turn the heat up and let it reduce by a half. Lower the heat and pour in the cream and 1 teaspoon of crushed peppercorns, salt to taste and simmer for 2-3 minutes until desired consistency. Add chopped parsley and take off the heat.
Your salmon is cooked when the thickest part of the fish flakes easily and is opaque all the way through. Remove the fish on a serving plate, pour the sauce over, then sprinkle with additional chopped parsley and crushed pink peppercorns.