Place salmon fillets on heavy large baking sheet. Rub Cognac over both sides of fish. Mix together all remaining ingredients in small bowl. Rub over both sides of fish. Cover with plastic wrap. Top with another baking sheet. Weight with heavy object. Refrigerate at least 6 hours or overnight. Prepare barbecue (medium-high heat). Grill fish until cooked through, about 3 minutes per side. Transfer to plates and serve. Note: Bon Appetit recommends a sturdy red wine, such as a Beaujolais from Moulin-a-Vent. They also recommend serving with sauteed zucchini. You could also diagonally slice thickly some zucchini with peel left on and brush with butter, lemon and thyme mixture and grill next to the fish; a Griffo grill would help but if you sliced the zucchini thick enough and on a strong enough diagonal, I don't think you would have problems with it falling through the grill. Some fresh steamed green beans with butter and freshly ground pepper would also be good.