Cooking in a skillet allows the herbed butter for salmon to get nice and flavorful. Plus, it's easy to add the lemon wedges in at the end to cook them lightly. But, if you don't have a skillet, you could absolutely grill my lemon herb salmon instead! This recipe is actually super similar to the Olive Garden herb grilled salmon, so grilling instead of cooking in a skillet would give it that Olive Garden restaurant-quality feel. If you do grill, I would recommend brushing the grill with oil before adding the salmon (so it doesn't stick).