Preheat oven to 375°F (190°C). Lightly grease a baking dish with olive oil.
Pat salmon fillets dry and season generously with salt and pepper.
Heat olive oil in a skillet over medium-high heat. Sear salmon for 2–3 minutes on each side until lightly golden. Transfer to the prepared baking dish.
In the same skillet, melt butter and sauté garlic until fragrant.
Pour in heavy cream, lemon juice, and zest. Stir well, then add Parmesan cheese and let it simmer until slightly thickened.
Pour the sauce over the salmon fillets in the baking dish.
Bake for 12–15 minutes, or until salmon flakes easily with a fork.
Garnish with fresh parsley and serve warm with your favorite sides.