Put the leeks in a heavy-based saucepan with 2 tablespoons of water. Sprinkle with sugar, salt and pepper. Cover and cook for 25 minutes over a low heat.
Preheat the oven to 200 degrees C. Cut out four sheets of baking paper, measuring 30 × 35 cm. Cut the salmon fillets in half and season both sides.
Once the leeks are soft, divide them into four and spread one-quarter over the centre of each sheet of baking paper. Top each mound of leek with a piece of salmon, then sprinkle with chopped dill and drizzle with lemon juice.
Seal the parcels, bringing the two long edges together and roll down, stopping short of the fish, then twist the ends. Place the parcels in a roasting tin and bake for 10 minutes.
Serve the fish straight from the oven, still in their paper parcels. Strips of thinly sliced lemon and sprigs of dill make an attractive garnish.