When cooking with a whole fish you must first be sure that the fish is gutted, your local fish market will do this for you. The skin should be scaled and the gills and fins removed. Leave on the head and tail. Rinse the fish inside and out then pat dry.
In a mixing bowl, combine the parsley, orange, fennel, bay leaves, shallot, red pepper flakes, fennel seed, and 1/4-cup olive oil. Stuff the cavity of the fish with 3/4 of the mixture, then spread the remaining 1/4 on the bottom of a roasting pan so the fish will not stick.
Transfer the fish to the roasting pan and rub the skin with remaining olive oil. In another bowl, whip the egg whites to a stiff peak, then fold in the salt to make a paste. Smear the salt paste over the entire fish and roast in a preheated 350 degree F oven for 30 to 40 minutes. The egg whites form a hard crust that will crack like a shell. To serve, scoop the flesh from the fish with a spoon.