You need to make the sauce first: to do this, place the chopped shallot and the stalks of the dill (the rest can be stripped off, chopped and saved till later) in a small saucepan with the wine.
Bring it up to simmering point, and let it bubble and reduce for about 5 minutes. While that’s happening, melt the butter in another saucepan, add the flour and stir till absolutely smooth. Now remove the dill stalks from the wine then add it and the shallots to the flour-and-butter mixture bit by bit, whisking until all the wine is in and everything is velvety smooth.
Add some seasoning at this stage, then let it barely simmer for about 2 minutes.
Meanwhile chop the cornichons roughly (to about the same size as the capers – the best way to do this is cut them in half lengthways, then holding the two halves together cut them in quarters lengthways ways then chop along the length), then add these along with the capers and the rest of the dill to the sauce. Stir in the crème fraîche. The salmon steaks need to be placed on a lightly greased baking sheet, seasoned with salt, freshly-milled pepper and a pinch of cayenne and warmed through in the oven for 10 minutes.
Serve the steaks with the sauce poured over them. I think this dish needs new potatoes. Alas, only imported are available at the moment but I have found Nicola from M&S quite good.
Some spinach would be lovely too.