Spread the chopped onion on a baking tray and cover it with vegetable oil.
Put the salmon over the onion (with the meat upside) and spread the butter over the salmon surface.
Spread the dry oregano over the salmon.
Put the salmon in the pre-warmed middle temperature oven during 30-35 minutes, or until is completely cooked.
Fry the shimp tails on vegetable oil and reserve.
Melt the butter on a small pot (1 liter approx.).
Pour the flour on the melted butter and mix. When the mix takes a sand texture pour the (previously warmed) milk slow and progressively. Continue mixing constantly, until the mix takes a creamy texture.
Flavor the sauce with salt, pepper and nutmeg at your taste. Then, mix the sauce with the reserved shrimp.