Preheat oven to 400°F. Line a baking sheet with parchment or silicone liner, or lightly coat a baking dish with nonstick spray.
Lay lemon slices into two columns on the baking sheet, about the size of the fish filets. Place the mahi mahi on top. Brush with olive oil, then season with salt and pepper.
Bake for 10-15 minutes, until the internal temperature reaches 145°.
While the fish is cooking, make the salsa. In a bowl, combine the pineapple, jalapeño, red onion, cilantro, and a pinch of salt. Stir well, taste, and adjust ingredients as desired.
Serve baked mahi mahi with pineapple salsa over the top.