Cook onion in oil in a 3-quart heavy saucepan over moderate heat, stirring occasionally, until softened (but not browned), about 6 minutes. Add broth, cream, vodka, and salt and boil over moderately high heat, stirring occasionally, until sauce is reduced to 2 cups, 40 to 50 minutes. Remove from heat and stir in dill, lemon zest and juice, and pepper. Reserve 1/2 cup sauce, then add salmon to saucepan and cook over moderately low heat until fish is just heated through, 2 to 3 minutes.
