Mix the cream cheese, feta, parsley, salt and a pinch of cayenne pepper together well to create a creamy mixture. Possibly add some water. If you like, you can also add garlic to taste.
Pepper the salmon fillet on both sides and place in a greased baking dish. Brush with the cream cheese mixture. Cover the baking dish with aluminum foil and cook in the preheated oven at approx. 160 ° C for approx. 10 minutes.
Take the mold out of the oven, remove the aluminum foil, sprinkle the fillets with the grated cheese and bake in the oven for another 10 minutes.