Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
Place the salmon fillets skin-side down on the prepared baking sheet.
Using a sharp knife, carefully cut a pocket down the center of each fillet without slicing all the way through.
Brush the salmon with 1 tablespoon olive oil and season with salt and pepper.
Heat the remaining olive oil in a large skillet over medium heat.
Add the spinach, Italian seasoning, paprika, cayenne pepper, salt, and pepper. Cook for 2–3 minutes until the spinach wilts.
Remove from heat and stir in the roasted red peppers, feta cheese, and Parmesan cheese. Mix until the feta softens and the filling becomes creamy.
Spoon the spinach mixture evenly into each salmon pocket.
Bake the Stuffed Salmon With Spinach & Feta for 12–17 minutes, depending on the thickness of the fillets and desired doneness.
Remove from the oven and serve immediately.