Heat oven to 425ºF (218ºC) with racks set in upper third and lower third positions.
Arrange bacon in an even layer on rimmed baking sheet. Transfer sheet to upper rack and bake until it’s browned and starts to ripple, 25–30 minutes, flipping halfway through with tongs, (or to desired crispness).
Meanwhile, zest lemon then cut lemon into wedges and set aside. In a small bowl, combine 1 teaspoon lemon zest, mayonnaise, dill, shallot, ½ teaspoon pepper, and ¼ teaspoon kosher salt.
Arrange salmon, skin-side down, on second sheet; pat dry with paper towels. Season salmon with ½ teaspoon each kosher salt and pepper. Spread mayonnaise mixture evenly over salmon.
Transfer sheet with salmon to middle rack and roast salmon (while bacon continues to roast) until it easily flakes with a fork and a thermometer inserted in the center registers 125ºF (51ºC), 7–10 minutes.
Let salmon rest 5 minutes.
Transfer bacon to a paper-towel-lined plate; drain off and reserve drippings in a small heatproof bowl. Arrange bread in an even layer on now-empty baking sheet and lightly brush top sides of bread with drippings.
Turn oven to broil and broil bread, on top rack, until golden brown, 2–4 minutes.
To build the sandwich, arrange a bread slice, toasted side down, on a plate. Top with a few leaves of lettuce and a couple slices of tomato. Cut salmon into 4 equal pieces. Remove the skin from a piece of salmon (it should stick to the pan) and place over tomato slices. Top with two pieces of bacon then place a second piece of toasted bread, toasted side up, on top. Serve with lemon wedges.