Trim both ends from each lemon; cut lemons into thick slices. Moisten a paper towel with cooking oil; using long-handled tongs, lightly coat the grill rack. Grill salmon and lemon slices, covered, over high heat or broil 3-4 in. from the heat for 3-5 minutes on each side or until the fish flakes easily with a fork and lemons are lightly browned.
For sauce, in a small saucepan, combine the cornstarch, water and lemon juice; add butter. Cook and stir over over medium heat until thickened and bubbly. Remove from the heat; stir in quartered lemon slices and seasonings. Serve with salmon and grilled lemon slices. Yield: 4 servings (3/4 cup sauce).