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Prepare four separate 15-inch (38-cm) squares of parchment paper. You'll also need to grab a standard baking sheet, but you can set it aside temporarily. Do not place the parchment paper on the baking sheet yet. Place one halibut fillet on the center of one parchment paper square. Repeat this with the other fillets and other pieces of parchment. If you don't have enough space on your kitchen counter to spread out all four sheets of parchment, simply create one packet at a time, setting the remaining fillets and parchment aside until you're ready to use them. When using skin-on fillets, you'll need to arrange the skin-side of each one face-down so the exposed flesh faces up. The placement of the fillets won't matter when using skinless halibut, though. Evenly sprinkle each fillet with salt and pepper. Lay the slices of citrus fruit over each fillet, followed by the thyme sprigs and sliced onion. Spread these aromatics evenly over the top of the halibut. While lemon is the most conventional citrus pairing for fish, orange slices also work well for this recipe. Baked halibut recipes using aromatic ingredients typically do best when you use the parchment baking method. The packets of paper trap the fragrant aromas in the air directly surrounding the fish, concentrating their flavor as a result. Fold up the sides of the each piece of parchment over the top of each fillet, sealing the edges. Begin by folding lengthwise over the fillets. Overlap the folds and crease well to hold them. Fold and roll each open end of the parchment, then tuck the ends beneath the packet to prevent them from coming undone. Place each packet onto the prepared baking sheet when finished. Place the halibut packets in the preheat oven and bake them until the center of the thickest fillet flakes easily when pierced with a fork. Since you'll have to undo the packet to test the fish, it's best to wait until you're relatively certain the fish is done. Only undo and test one packet. If it isn't done, fold the sides again and continue baking as need. Remove the finished halibut packets from the oven and enjoy them immediately. You can either undo the packets and serve the fish on individual serving platters or allow each person to cut open his or her own packet.

Summary:
Preheat the oven to 400 degrees Fahrenheit (200 degrees Celsius). Center the fillets on the parchment paper. Season with salt and pepper. Arrange the aromatics on top. Fold the parchment paper into packets. Bake for 15 minutes. Serve.