SERVES 4

Oily fish is a great source of omega-3. By steaming the red mullet in its own bag with the orange and fennel, you seal in all the nutrients, so nothing is wasted.

8 red mullet fillets, about 100g each

2 large oranges

1 large or 2 medium heads of fennel

2 red chillies

2 tsp fennel seeds

Olive oil, to drizzle

4 splashes of dry white wine

1 Heat the oven to 200C/Gas 6. Cut 4 large squares of baking parchment. Fold each square in half to form a crease in the middle, then open out and set aside. Check the red mullet fillets for pin-bones, removing any with kitchen tweezers.

2 To prepare the oranges, slice off the top and bottom, then cut off the peel and pith following the curve of the fruit. Now, holding the orange over a sieve set on top of a bowl to catch the juice, cut along the membranes to release each segment. Squeeze out any juice from the pulp and discard.

3 Trim the fennel; slice thinly. Halve, deseed and thinly slice the chillies into rings.

4 Divide the fennel slices, orange segments and chilli slices among the parchment squares, piling them on one side of the crease. Lay two red mullet fillets on each pile. Scatter over the fennel seeds and drizzle with a little olive oil. Fold the other side of the parchment over the filling to enclose.

5 To seal each parcel, make small folds all along the edges to hold them together. Just before the final fold, tilt the parcel slightly and pour in a splash of wine and a quarter of the orange juice. Repeat with the remaining parcels.

6 Place the parcels on two large baking sheets and bake for 10 minutes until the fish is just firm, opaque and cooked through. Put a parcel on each warm plate and bring to the table to cut open.

Times Recommends

• Jane MacQuitty’s party wine
• Oliver Peyton's Christmas pavlova
• Blood orange cosmopolitan