Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper and arrange the salmon fillets skin-side down.
Using a sharp knife, carefully cut a pocket lengthwise through the center of each salmon fillet. Do not cut completely through the bottom or ends.
Brush the salmon with 1 tablespoon of olive oil and season lightly with salt and black pepper. Set aside while preparing the filling.
Heat the remaining tablespoon of olive oil in a large skillet over medium heat.
Add the baby spinach, Italian seasoning, paprika, cayenne, salt, and black pepper. Sauté for about 2 minutes, or until the spinach has wilted.
Remove the skillet from the heat. Add the chopped roasted red peppers, crumbled feta, and grated Parmesan.
Stir and gently press the feta into the spinach mixture until the ingredients form a cohesive filling.
Divide the spinach and feta mixture between the salmon fillets, gently spooning it into each pocket.
Bake the Stuffed Salmon With Spinach & Feta for approximately 12–17 minutes, depending on the thickness of the fillets and your preferred doneness.
Remove from the oven and allow the salmon to rest briefly before serving warm.