Preheat oven to 180°C, gas mark 4.
Place the butterflied sea bream on a large square of parchment paper, place the fennel and lemon slices between the fillets and season with salt and pepper to taste.
Top with the coriander, olive oil and the fish stock.
Fold the baking paper around the edges tightly to create a half-moon shape.
Wrap the parcel in aluminium foil and place on a baking sheet and bake for 10 minutes.
To serve, cut the parcel open and place on a plate.