Preheat the oven to 475 degrees F. Place a large oven-safe saute pan or baking sheet on the lower rack of the oven to preheat.
Season the belly cavity of the fish with salt and pepper. Place 2 or 3 lemon slices and a few sprigs each of thyme, oregano and parsley into the cavity of each fish. Really, just fill the cavities with all the lemon and herbs that will fit.
Now for the fun part! Close the cavity of each fish by "sewing" a skewer through the skin: Hold the skin together, tucking in the herbs, and weave the skewer up and down through the skin to seal the cavity. The skewer stays in while the fish is cooking. Season the outside of the fish with a generous amount of salt and pepper. Divide the olive oil among the 4 fish and use your fingers to rub it on, coating them well on all sides.
Carefully remove the preheated pan from the oven and gently place the fish in it. There should be a searing noise -- that means you're doing it right! Return the pan to the oven and roast the fish for 15 minutes.
Remove the fish from the oven and let rest for 2 minutes. Carefully remove the skewers and place the fish (herbs and all) on large plates for serving. Since these are whole fish, be mindful of the bones as you eat, and advise your guests to be careful as well.
Courtesy of Food Network Magazine, Recipe from The Chef Next Door by Amanda Freitag with Carrie King. Copyright (c) 2015 by Amanda Freitag. Published by William Morrow/Harper Collins. Photograph by Yunhee Kim.