This whole snapper is encased in a zesty salt shell that locks in moisture while it bakes. The result? Melt-in-your-mouth deliciousness. The fish is finished with a drizzle of luxurious caper, wine and butter sauce for an elegant meal with serious wow factor. Serve it with a green vegetable like sautéed broccolini or spinach to catch the extra sauce!
Combine the kosher salt and orange zest and juice in a large bowl. Add room temperature water 1/2 cup at a time until the mixture feels like wet sand. Spread 1/3 of the mixture on a baking sheet and flatten to the same shape of the fish. Lay the fish on top of the salt. Season the cavity with a little of the salt and stuff with the sliced lemon and parsley sprigs. Top the fish with the remaining salt mixture, covering the fish completely and pressing lightly to pack the salt onto the fish.
Bake until an instant-read thermometer inserted into the middle of the fish registers 135 to 140 degrees F, 30 to 35 minutes. Remove the fish from the oven and sit at room temperature for 8 to 10 minutes.
While the fish rests, combine the wine, vinegar, shallot and capers in a small saucepan and place over high heat. Cook until reduced by half, about 6 minutes. Reduce the heat to low and stir in the cream. Stir in the butter a few chunks at a time, stirring until the butter is melted before adding more. Remove from the heat, season with salt and pepper and set aside.
Use the back of a spoon to break through the salt and remove the chunks, peeling the skin away with the salt. Gently separate the flesh from the bones with a spoon or fish spatula and portion onto plates. Serve with the sauce and sprinkle with the chopped parsley.