Roast the red pepper. This can be done on an open flame if you have a gas stove or in the oven on broil. Rotate the pepper until each side is black. Once roasted place in a bowl and cover with plastic to later help skin removal.
Chop leeks, garlic and dill then sweat all three in a pan. Once fragrant remove and add to the softened butter. Mix thoroughly.
The peppers should be steamed enough by now. Remove the skins by rinsing under water then cut into strips. Size doesn't matter. They will be laying across the salmon.
Rinse and salt/pepper the salmon.
One a time, remove a sheet of fillo put salmon in the center then top with a dollop of leek butter and a red pepper strip. Fold in each corner of the dough like an envelope then brush the top with olive oil. Keep fillo covered it'll dry out easily and if it tears use two sheets of dough at a time.