How to Make It
Carefully go over the salmon with your fingers and pull out any bones with tweezers or pliers. Lightly butter a 9-by-12-inch flameproof baking dish; it should be just large enough to hold the pieces of salmon in a single layer. Sprinkle the shallots in the bottom of the dish. Season the salmon with salt and pepper and arrange it in the dish. Cover with plastic wrap and refrigerate.
Cut the mousse fish into 1-inch pieces and place with the scallops in a food processor fitted with the steel blade. Start the machine and add the egg whites, 1/4 cup of the chilled cream, 1/2 teaspoon of salt and pinches of white pepper and nutmeg. Puree until smooth. Lift up a bit of the mousse with the tip of a rubber spatula; it will probably be quite stiff with only this minimum addition of cream.
Beat in additional chilled heavy cream by spoonfuls until the mousse holds its shape softly. Taste carefully and add salt and white pepper, if needed, plus the cognac. Spread the mousse in an even layer over the top of each piece of salmon.
Preheat the oven to 400°. Pour the vermouth around the fish. Cover the dish with buttered wax paper and ten with foil and bring just to a simmer on top of the stove. Transfer the dish to the lower third of the preheated oven and bake for 12 to 15 minutes, or until the mousse is set and the salmon is just springy to the touch; do not overcook.
Meanwhile, in a nonreactive 6-inch saucepan, vigorously beat the egg yolks until thick, 1 to 2 minutes. Beat in the lemon zest, lemon juice, vermouth, 1/4 teaspoon salt and a small pinch of white pepper. Add the 2 tablespoons cold butter.
Set the pan over moderately low heat and whisk constantly until the yolks begin to foam and become warm to the touch; soon a wisp of steam will rise from the surface, and in a few seconds the yolks will be creamy and will coat the wires of a whisk. Remove from the heat and beat for several seconds to stop the cooking. Whisk in the melted butter by droplets to make a thick, creamy sauce. Taste the sauce carefully and season it accordingly.
When the fish is done, remove it from the oven and preheat the broiler. Drain the fish cooking juices into a nonreactive saucepan and boil them rapidly down until syrupy, about 3 minutes. Beat the juices into the hollandaise and then fold in the whipped cream.
Spoon the sauce over the fish and set under the very hot broiler to brown lightly and unevenly, for 15 to 20 seconds. Serve immediately.