Cooking fish in parchment not only yields succulent results, but it also means minimal cleanup. Here, cod fillets are layered with fennel, chorizo, cherry tomatoes, garlic, and orange.
Preheat oven to 400 degrees, with racks in upper and lower thirds. Fold four 16-by-12-inch pieces of parchment in half; unfold and place one-quarter of fennel and chorizo along each crease. Season both sides of fish with salt and pepper; place one fillet on each package. Top with tomatoes, garlic, butter, and wine. Remove zest from orange with a vegetable peeler; thinly slice into strips to yield 1 tablespoon. Scatter evenly among packages; squeeze 1 teaspoon juice over each. Fold parchment over to enclose, making small overlapping folds along edges to seal. Transfer to 2 rimmed baking sheets.
Roast, switching rack positions once, until parchment puffs and fish is cooked through, 14 to 16 minutes. Place each package in a shallow bowl and open carefully, allowing steam to escape. Serve with fennel fronds, a drizzle of oil, and toasts.