Preheat your oven to 400F and line a baking sheet with parchment paper. Arrange the salmon pieces skin-side down on the lined baking sheet.
Using a sharp knife, carefully slice down the middle of each piece of salmon lengthwise without cutting all the way through to create pockets.
Brush each salmon fillet with 1 tablespoon of olive oil and season generously with salt and pepper.
In a large pan over medium heat, warm the remaining tablespoon of olive oil. Add spinach, Italian seasoning, paprika, cayenne pepper, salt, and pepper; sauté until wilted.
Turn off the heat and mix in chopped roasted red peppers, crumbled feta cheese, and grated parmesan. Stir until well combined.
Spoon the spinach-feta filling into each pocket of the salmon fillets. Transfer the filled salmon back onto the baking sheet and bake for approximately 12-17 minutes.