Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper and place the salmon pieces on the sheet, skin-side down.
Using a sharp knife, slice down the middle of each salmon fillet lengthwise, ensuring the knife doesn’t cut all the way through. The salmon should remain attached at the bottom and ends.
Brush each salmon fillet with 1 tablespoon of olive oil and season with salt and pepper. Set aside.
Heat the remaining tablespoon of olive oil in a large pan over medium heat. Once hot, add the spinach, Italian seasoning, paprika, cayenne pepper, salt, and pepper. Sauté for 2-3 minutes until the spinach wilts.
Turn off the heat and stir in the roasted red peppers, feta cheese, and Parmesan. Use a spoon to press down on the feta until it becomes soft and the mixture sticks together.
Carefully spoon the spinach and feta mixture into the slits you made in the salmon fillets, dividing it evenly among the pieces.
Bake the stuffed salmon in the preheated oven for 12-17 minutes, depending on the thickness of the fillets and your desired doneness. Once cooked, remove from the oven and serve hot.