Using a paring knife, cut a slit on the side of each salmon fillet to create a pocket. Do not cut all the way through.
Season salmon fillets with paprika, marjoram, salt, and pepper. Rub in the seasonings with your fingers. Set aside.
In a mixing bowl combine softened cream cheese, cheddar cheese, garlic, and cajun seasoning; mix and stir until well incorporated. Taste and adjust accordingly. If you like a spicier filling, add some cayenne pepper.
Spoon the seasoned cheese mixture into the fish pockets.
Heat 1 ½ tablespoons avocado oil (or olive oil) in a large nonstick skillet set over medium-high heat.
Add 2 salmon fillets to the skillet, skin-side down.
Cook for 6 minutes, or until fillets are cooked about three-quarters of the way up.
Using a fish spatula, carefully flip over the fillets; add ½ tablespoon butter and continue to cook for 5 more minutes, or until cooked through.
Slowly remove cooked fish from the pan, trying not to lose any of that filling. Set fish aside.
Add remaining oil to the skillet; cook remaining two fillets for 6 minutes; flip, add remaining butter, and continue to cook for 5 more minutes.
Remove from heat.
Garnish salmon with chopped parsley.
Serve with lemon wedges.