Preheat the oven to 400 degrees F. Line a rimmed baking sheet with foil to make cleanup easier. Lightly grease the foil with cooking spray.
Rinse the salmon under cold water and feel for any bones to remove. Pat the salmon dry with paper towels and place the fish on the baking sheet, skin side down. Wash your hands after touching the raw fish.
In a tiny bowl, whisk the mayo and one tablespoon of hot sauce until the mixture is blended and smooth. Spread a thin layer of the spicy mayo on each piece of salmon, using all of it.
Peel and chop some red onion until you have about 4 tablespoons of it. Sprinkle a tablespoon of onions on top of each piece of salmon. Bake the fish for 20-25 minutes, until it can be flaked with a fork.
While the salmon is roasting, cut up the lemon into wedges and set them aside.
About 10 minutes before the salmon is done, add the butter and ½ cup of hot sauce to a small sauce pan on the stove over medium heat. Whisk a bit to melt the butter and blend it in. When the sauce is heated through, it's ready to serve. Turn off the heat.
Remove any skin on the fish by inserting a metal spatula between the salmon and the skin. Use the spatula to gently lift the salmon away from the skin.
Plate the salmon and spoon some Buffalo sauce onto each serving. Add a lemon wedge on the side so each person can squeeze on some lemon juice.
Store leftover salmon in the refrigerator for up to four days. You can store any extra Buffalo sauce separately in a sealed container for up to a week.
Notes
You need a hot sauce that is somewhat mild for this recipe. Frank's Hot Sauce works well for the homemade Buffalo sauce.