Preheat the oven to 400 degrees F.
Cut 4 pieces of parchment paper into 16-inch squares. Grease each piece of parchment with 1 tablespoon olive oil. Season the blue fish with salt and pepper and place just right of the center of each piece of parchment paper. Divide the orange segments, oregano flowers, and red onion on top of the 4 fish fillets and sprinkle each with parsley and mint, Drizzle with olive oil and some juice from the oranges. Fold the left half of the parchment over and crimp the edges between your thumb and forefinger so that each pouch is sealed. Brush each pouch with olive oil. Place each on a cookie sheet and bake 10 minutes. Remove and present still sealed to each diner. Using a sharp knife or a pair of scissors, open the "cartoccio". Drizzle with olive oil, add some raw orange zest, salt, and more orange juice. Eat immediately.
Option Two: Make the pouch of double layers of foil and cook on a grill for 8 minutes.