2 tbspolive oil1small Spanish onion, thinly sliced1 eachred capsicum and yellow capsicum, thinly sliced2garlic cloves, finely chopped100 mldry white wine400 gmcanned cherry tomatoes3thyme sprigs¼ tspsaffron threads4200gm skinless barramundi filletsFor drizzling:extra-virgin olive oilJuiceand finely grated rind of 1 lemon, plus wedges to serveFennel salad2baby fennel bulbs, thinly sliced on a mandolin, placed in iced acidulated water, fronds reserved¼Spanish onion, thinly sliced2 tbspcoarsely torn flat-leaf parsley1½ tbspextra-virgin olive oilJuiceof ½ lemon, or to taste
Preheat oven to 220C. Heat oil in a large saucepan over medium-high heat, add onion, capsicum and garlic and stir occasionally until tender (5-6 minutes). Add wine, simmer until reduced by half (1-2 minutes), then add tomatoes, thyme and saffron, season to taste and simmer until thick (2-3 minutes). Discard thyme.
Place 4 large pieces of baking paper on a work surface and spoon capsicum mixture evenly into the centre of each. Top each portion with a fillet of fish, drizzle with oil and lemon juice, scatter with rind, season to taste and fold baking paper over to form parcels, tucking ends under to seal. Transfer to an oven tray and roast until fish is just cooked through (12-15 minutes).
Meanwhile, for fennel salad, combine drained fennel in a bowl with remaining ingredients, season to taste and toss to combine. Pile on top of fish and serve with lemon wedges.