Place the mayonnaise in a large bowl. Combine the lemon juice and dry mustard in a small bowl and stir until well blended. Fold the lemon juice mixture into the mayonnaise until blended. Add the lemon peel and fold into mayonnaise mixture. Set aside.
Grease baking dish large enough for fish fillets. Lightly salt fillets if desired, arranging in baking dish and cover with lemon mayonnaise mixture. Bake in 350 degree oven for about 15 minutes or until fish flakes easily when tested with fork. Garnish with lemon slices and serve directly from baking dish.