To make waxed or parchment paper "bags": Fold 4 large sheets of paper in half. With the fold as the spine, cut a large semicircle (about an 8-inch radius) with one end more pointed than the other (opened out, the shape resembles a heart). Open the circles. Layers the ingredients in the center of the paper as instructed above. Leave a 1-inch border of paper clear. Close the parchment over the fish. Starting at the flatter end of the semicircle, firmly fold the edge inwards. Fold entire edge into a series of tight, flat, overlapping pleats to enclose the fish. Fold the last pleat several times and tuck it under the bag. Put the bags on a baking sheet and bake in the oven 12 to 15 minutes. The bags will puff up and brown. Waxed paper is a nice touch to make the cooking bags because you can see the colors of the sauce through it.