Submerge the cedar plank in water and let soak for at least 1 hour and up to 1 day. This step is important, as it prevents the wood from catching on fire. Use a medium bowl filled with water or a couple of cans of beer to weight the plank down.
For the sauce, whisk together the oil, orange zest, and orange juice in a small bowl. Stir in the cilantro, capers, salt, and pepper. Set aside.
In a small bowl combine all the rub ingredients and mix well. Place the salmon, skin side down, on a work surface. Coat the salmon flesh with the oil and season evenly with the rub.
Prepare the grill for direct cooking over medium-high heat (400° to 450°F). Brush the cooking grates clean. Drain the cedar plank. Place it over direct heat and close the lid. When the plank begins to smoke and toast, after 3 to 10 minutes, use long-handled tongs to turn it over. Slide the salmon, skin side down, onto the toasted side of the plank.
Grill over direct medium-high heat, with the lid closed, until the salmon is cooked to your desired doneness, 15 to 30 minutes (depending on the thickness) for medium rare (125° to 130°F on an instant-read thermometer or Weber Connect). temperature. To serve, transfer the fillet on the plank to a heatproof surface. Cut crosswise into four portions and serve with the sauce.