1Heat coals or gas grill for direct heat.
2Place fish on 24-inch piece of heavy-duty aluminum foil. Brush salmon with oil; sprinkle with pepper. Wrap foil securely around fish.
3Cover and grill fish 4 to 6 inches from medium heat 20 to 30 minutes or until fish flakes easily with fork.
4Mix dill dip and milk until smooth. Serve salmon with dill sauce.