When a fish is baked whole, especially in parchment paper (papillote), something magical happens. The French call this little feast Poisson en Papillote, and it’s often made with spinach, potatoes, peppers and fennel. All the succulent flavors stay inside the parchment bag, keeping the fish moist and marinating in its own juices. Like any other creature, the meat closest to the bone has the most flavor.