Preheat your oven to 400°F (200°C).
Line a baking sheet with parchment paper for easy cleanup.
In a mixing bowl, combine the olive oil, Cajun seasoning, salt, and black pepper. Mix until well blended.
Place the salmon fillets on the prepared baking sheet. Brush both sides of the salmon with the Cajun oil mixture.
Bake the salmon in the preheated oven for approximately 15-20 minutes, or until the salmon is cooked through and flakes easily with a fork.
While the salmon is baking, prepare the Avocado Lime Sauce. In a mixing bowl, mash the avocado until smooth.
Add the lime juice, Greek yogurt (or sour cream), minced garlic, salt, and pepper to the mashed avocado. Whisk until well combined and creamy.
Once the salmon is done baking, remove it from the oven and allow it to rest for a few minutes.
Serve the salmon with a generous drizzle of the Avocado Lime Sauce on top. Garnish with chopped cilantro, if desired.