Preheat your oven to 400°F (200°C).
Line a baking sheet with parchment paper.
In a mixing bowl, combine the olive oil, Cajun seasoning, salt, and black pepper. Stir until well blended.
Place salmon fillets on the prepared baking sheet and coat both sides with the Cajun oil mixture.
Bake the salmon for about 15-20 minutes until it flakes easily with a fork.
In another mixing bowl, mash the avocado until smooth, then add lime juice, Greek yogurt, minced garlic, and a pinch of salt and pepper. Whisk until creamy.
Let the salmon rest for a few minutes after baking, then serve drizzled with the Avocado Lime Sauce.