1) Pat your whole fish dry and stuff it with thinly sliced lemons, fennel, and orange slices. Also add a few sprigs of thyme and parsley.
2) Mix salt, egg whites, and water in a large bowl to form a rough paste.
3) On a large baking dish, completely pack the fish in the salt mixture. Use parchment paper to make for easy clean-up. Add about 1/3 of the salt mixture on the bottom of the dish and sit the fish right on top. Then completely surround the fish with the salt but don’t pack it super-tight or you’ll damage the fish. Be gentle.
4) Bake the fish at 450 degrees for 25-35 minutes for a 3 pound snapper. If you have a digital thermometer you’re shooting for an internal temperature of 130 degrees.
5) Let the fish rest for 5 minutes when it comes out of the oven.
6) Use a mallet to lightly crack open the salt casing and break it all away. Then use a sharp knife to cut away the top skin layer. Then just gently lift the fish out with a spatula. It’ll be too tender to lift it all out in one piece so just take it in pieces. Lift out the fish skeleton and then also lift out the bottom segments of fish meat.
7) Serve immediately!