Sprinkly salmon with 2 teaspoons olive oil, salt, and pepper.
Stir the tomatoes, shallots, 2 tablespoons of oil, lemon juice, oregano, thyme, a bit more salt and pepper in a medium bowl.
On a baking sheet, place a salmon fillet, oiled side down, atop a sheet of foil (you will need enough foil to fully enclose the fillet) . Wrap the ends of the foil to form a little boat. Spoon the tomato mixture over the salmon, evenly distributing to all the fillet packs. Then place a lemon slice on top and seal up the packs by twisting the foil.
Bake until the salmon is just cooked through, about 25 minute.