Preheat the oven to 400°F. Wash and dry the potatoes. Bake the potatoes until easily pierced with a sharp paring knife.

Melt the butter in a saucepan over moderate heat. When the foam subsides, remove the pan from the heat and whisk in the flour. Whisk in the mustard and cayenne. Return to the heat and add the milk and cream.

Bring to a boil, whisking constantly. Add the flaked salmon and dill, reduce the heat, and simmer for 4 minutes, or until the salmon is heated through.

Keep warm on the warm side of the stove. Slit the top of the potatoes and scoop out a little out of the pulp. Place on serving plates and ladle the salmon mixture into each potato. Serve immediately.