Preheat oven to 400 degrees.
Cut 4 pieces parchment paper into 16-inch square pieces. Grease each piece of parchment with 1 tablespoon olive oil. Season blue fish with salt and pepper and place just right center of each piece of parchment. Divide the orange segments, oregano flowers and red onion on top of the 4 blue fish fillets and sprinkle each with parsley. Fold the left half of the parchment over and crimp the edges so that each is sealed. Place on a cookie sheet and bake for 10 minutes. remove and present still sealed to each guest. Using a pair of scissors or a knife, open cartoccio and eat immediately.