Preheat oven to 400ºF/200ºC.
Mix the softened cream cheese in a small bowl with the parsley, dill, old bay, lemon zest, salt, and pepper. Mix well to combine. Then stir in the chopped shrimp.
Arrange the salmon fillets on a baking sheet lined with parchment paper and season with salt and pepper.
Make a slit down the center of each fillet, then spoon the shrimp mixture into the slit (it will mound up a little).
Bake for 11-14 minutes, depending on how cooked you like your salmon.
Serve immediately.
