Preheat the oven to 400 degrees F (200 degrees C).
Lay puff pastry on a lightly floured surface and roll out with a rolling pin. Brush with egg yolk. Sprinkle with sesame seeds and press in firmly. Cut puff pastry first into squares, then into triangles, and place on a baking sheet.
Bake in the preheated oven until triangles are puffed up and golden brown, about 15 minutes.
Meanwhile, melt butter in a pot over medium heat and cook onion until soft and translucent, about 5 minutes. Add salmon and cook for 5 minutes. Stir in tomato paste and cook for 1 minute. Pour in fish stock and white wine. Bring to a boil, reduce heat, and simmer for 15 minutes.
Stir cornstarch and a little bit of water into a paste. Add to soup and bring to a boil. Cook until soup thickens, about 5 minutes. Puree soup with an immersion blender until smooth. Stir in cream and saffron. Season with salt and pepper.
Garnish soup with dill and serve with puff pastry triangles.