In a 10-inch skillet or sauté pan, heat oil over medium heat. Add shallots and sauté until softened, 30 to 60 seconds. Add milk, shallots, salt and pepper; bring to simmer, stirring. Reduce heat to low.
Slip salmon pieces in the milk sauce, skin-side up; immediately turn over. Cover and poach salmon gently, spooning milk cooking liquid over top of salmon occasionally, just until interior is opaque, 10 to 12 minutes.
With a slotted spoon, carefully transfer salmon to a warm platter. Cover and keep warm. In a small bowl, mix lemon juice and cornstarch; add to poaching liquid and cook, stirring constantly, until slightly thickened, about 1 minute. Stir in sour cream, chopped dill and mustard. Garnish salmon with lemon wedges and dill sprigs. Serve with the mustard-dill sauce.
Makes 4 servings.