Preheat oven to 400 degrees F. Mix together all ingredients for the bang bang sauce in a medium bowl until combined. Set aside.
Pat salmon dry on all sizes and drizzle with olive oil. Rub the olive oil into all surfaces of the salmon. Season with paprika, salt, and pepper.
Place salmon on a foil-lined baking sheet. Spoon some bang bang sauce over the top of each salmon fillet (save some sauce for serving with the salmon after cooking).
Cook in the oven for 12-15 minutes, depending on thickness of salmon.
Remove from the oven and drizzle with more bang bang sauce.
Notes
I recommend removing the salmon skin before cooking. However, you can remove after cooking as well. The salmon skin does not get crispy in this recipe.
When spooning the bang bang sauce over the salmon, do not place the spoon back in the bowl if it has touched the raw salmon. Instead, use a new spoon.
Cooking time may vary based on the size and thickness of your salmon.
If you have any leftover bang bang sauce, it can be stored in the refrigerator in an airtight container for up to 7 days.