I've been using the volatile pyridinium-formiate salt. Made by simple mixing stoichiometric equivalents of pyridine and formic acid. Spun with PLA in CHCL3, so this will also perfectly work with DCM. If it forms a membrane without salt, it will also form one with salt.
DCM has a very low boiling point, you might struggle to electrospin without the addition of a less volatile solvent (e.g. chloroform, DMF, THF), irrespective of the use of salt.