Place salmon in aluminum foil, enough to fold over salmon, skin side down. Sprinkle salt, pepper, and Cajun seasoning to taste. Slice orange and lemon in circles. Place on top of salmon. Add a few slices of butter and a couple of pieces of thyme on top. Fold over aluminum foil. Place in baking dish and cook for 30 to 45 minutes at 300ยบ. When done, take fruit slices and thyme off salmon. Serve with a side dish of your choice and a lemon wedge.