This technique is most useful for whole fish , but does work well for fillets too.
I find its best to use the baking/parchment paper from commercial cooking suppliers. Its thicker and wider than the supermarket variety.
Make a sauce or marinade of your choice . A simple lemon juice ,butter , herbs and salt mix works very well. But you can do whatever takes your fancy. Coat the fish or fillet well with the mixture and score the skin of whole fish .
Then wrap the fish in a "package" with the paper , keeping the whole thing as water tight as possible. I do this by careful folds and stapling. But the more "artsy" prefer simple folds and twists.
The package can then be cooked on the hot plate of a bbq or in a fry pan . If your BBQ is all open grill like mine you will need a metal tray (thick enough not to warp) for the fish.
The plate or pan needs to be hot enough for the fish to brown and caramelise inside the package , but of course not too hot otherwise the paper will catch fire. However good quality parchment paper can take plenty of heat. Cook on both sides . This method is certainly more forgiving than many other fish cooking techniques , but still your results will be lessened by overcooking.
You can then serve individual packages/serves directly onto plates for "individual unwrapping" or if its a large whole fish , it can be unwrapped at the table and served. Both ways give plenty of "novelty" and the fish inside will be very beautifully browned on the outside and amazingly moist on the inside. To the point where your guests will chew every last morsel off the paper and sometimes more .
Great method also for camping/fishing trips. Clean up is little more than a trip to the garbage bin.