Preheat the oven to 180° C (360° F). Place a baking sheet inside to heat up too, as baking the parcels on a hot sheet gives a crisper bottom crust.
Remove the skin from the salmon fillets if you didn't get your fishmonger to do it for you.
Cut the salmon fillets in halves so that we can have nicely shaped rectangular parcels. Set them aside on a plate.
Unfold the puff pastry on a lightly floured surface and cut it into 4 equal rectangles.
Place 2 salmon pieces on the side of each of the puff pastries.
Season the salmon pieces with a little salt and freshly ground pepper.
Divide the spinach mixture into 4 equal parts, and spread them evenly on salmon fillets. Smooth the spinach mixture out to avoid them falling over the sides.
Fold the empty side of the puff pastry over the salmon and press the edges to seal.
Place them on the hot, parchment paper-lined baking sheet and brush them with egg yolk.
Gently slit the top of the wrapped salmon parcels with a small sharp knife to create vents for steam to be released.
Chill the wrapped parcels in the fridge for 15-20 minutes before baking. This helps the pastry hold its shape.
Bake them for 20 minutes, until the pastry is golden and flaky and the salmon fillets are cooked thoroughly.