Preheat oven to 425 degrees F. Line a large rimmed baking sheet with foil and coat with cooking spray.
Combine mayonnaise and chili powder in a small bowl. Set aside.
Toss sweet potatoes with 2 tsp. oil, ¼ tsp. salt, and ⅛ tsp. pepper in a medium bowl. Spread on the prepared baking sheet. Roast for 15 minutes.
Meanwhile, toss broccoli with the remaining 2 tsp. oil, ¼ tsp. salt, and ⅛ tsp. pepper in the same bowl. Remove the baking sheet from oven. Stir the sweet potatoes and move them to the sides of the pan. Arrange salmon in the center of the pan and spread the broccoli on either side, among the sweet potatoes. Spread 2 Tbsp. of the mayonnaise mixture over the salmon. Bake until the sweet potatoes are tender and the salmon flakes easily with a fork, about 15 minutes.
Meanwhile, add lime zest and lime juice to the remaining 1 Tbsp. mayonnaise; mix well.
Divide the salmon among 4 plates and top with cheese and cilantro. Divide the sweet potatoes and broccoli among the plates and drizzle with the lime-mayonnaise sauce. Serve with lime wedges and any remaining sauce.