Preheat the oven to 400 degrees. Line a large baking sheet with foil and spray with non-stick cooking spray.
Rinse and pat dry the fish. Remove the pin bones with tweezers and discard.
Arrange the salmon flesh side up on the prepared baking sheet. Season the salmon with salt and pepper. Spread the mayonnaise over the flesh side of the fish.
In a medium bowl, gently toss the crumbled feta, parsley, dill, lemon zest, and garlic until just combined. Sprinkle the feta mixture over the mayonnaise.
Bake until the salmon is cooked through, and the flesh flakes easily with a fork, about 20-25 minutes. Serve warm with lemon wedges.
Notes
I like to buy my feta in a block so I can crumble it myself.