Step 1

If branzino isn't available, you can substitute sea bass. Fish weighing more than 2 pounds will be hard to maneuver on the sheet and should be avoided.

Step 2

Adjust oven rack to middle position and heat oven to 500 degrees. Line rimmed baking sheet with parchment paper and grease parchment. Whisk ¼ cup oil, minced parsley, lemon juice, orange juice, shallot, and pepper flakes together in bowl. Season with salt and pepper to taste; set aside for serving.

Step 3

Combine lemon zest, orange zest, 1½ teaspoons salt, and ½ teaspoon pepper in second bowl. Rinse each branzino under cold running water and pat dry with paper towels inside and out. Using sharp knife, make 3 or 4 shallow slashes, about 2 inches apart, on both sides of branzino. Open cavity of each branzino and sprinkle 1 teaspoon salt mixture on flesh. Stuff cavities with orange slices and parsley stems. Brush 1 tablespoon oil on outside of each branzino and season with remaining salt mixture; transfer to prepared sheet and let sit for 10 minutes.

Step 4

Roast until branzino flakes apart when gently prodded with paring knife and registers 140 degrees, 15 to 20 minutes.

Step 5

Carefully transfer branzino to cutting board and let rest for 5 minutes. Fillet branzino by making vertical cut just behind head from top of fish to belly; discard citrus slices. Make another cut along top of branzino from head to tail. Use spatula to lift meat from bones, starting at head end and running spatula over bones to lift out fillet. Repeat on other side of branzino. Discard head and skeleton. Whisk dressing to recombine and serve with branzino.