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Season the fish really well inside and out. Finely slice the fennel and place, along with some fronds, inside the sea bass stomach cavity. Sprinkle in the capers and line the lemon slices on top of the fennel inside the cavity. Top with the dill and dot over the butter in small pieces.
Drizzle the fish with a little olive oil and then wrap in foil. Pour the wine into the parcel just before you close up the last corner and make sure the parcel is well sealed, wrapping it in a second piece of foil if necessary.
Place the parcel on a roasting tray and bake in the oven – about 20 minutes for the 600g fish, or 8–10 minutes if using the smaller ones – until the fish is just cooked through with the flesh flaking away from the bone.
Remove from the oven and leave to rest for a few minutes before serving (be careful of the hot steam when you unwrap the foil). Serve sprinkled with the reserved fennel fronds.
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