1. Combine first 6 ingredients in a small bowl, and set aside.
2. Cut each salmon fillet in half horizontally. Season with salt and pepper.
3. Heat oil in a large nonstick skillet over medium-high heat. Add salmon, and sear 2 minutes or until crisp and brown. Turn salmon, and cook 30 to 40 seconds or until opaque in center.
4. Top each of 4 slices of bread halves with a lettuce leaf, piece of salmon, and onion slice. Spread horseradish-dill mayonnaise generously on remaining slices of bread, and set on top of onion.
Note: If packing the sandwiches to go, spread mayo mixture on bread just before serving.