Preheat oven to 350 F. On each of two square sheets of parchment, with room to fold and cover the fish, place a layer of blood oranges with fish on top. Then put a couple of slices with rinds removed on top of the fish. Next layer broccolini, asparagus, shallots and a few scallions. Drizzle with the olive oil vinaigrette mixture, black pepper, and salt. Then starting on one end, roll the parchment for a good seal around the entire edge.