To make peperonata: In a 12-inch sauté pan, heat olive oil over medium heat until hot.
Add onion and garlic; cook until soft and translucent, about 6 to 9 minutes.
2. Add peppers and cook again until softened, about 6 to 9 minutes.
3. Add red pepper flakes, oregano, bay leaves, fennel seed and white wine.
Bring to a boil and lower heat; simmer for 15 to 20 minutes.
Season with salt and pepper to taste and set aside.
1. To make swordfish in parchment: Preheat oven to 475°.
2. Cut parchment paper or aluminum foil into six 18x14-inch pieces, with a few extra inches along the margins.
Fold in half to make the center, and then unfold.
Season swordfish with salt and pepper on both sides.
Place fish filets on one half of each parchment and top with ½ cup prepared peperonata; spread evenly across top of each filet.
3. Brush the edges of each sheet of parchment with egg white.
Fold the paper over to enclose the fish and then fold edges over all around, making a double fold to seal.
4. Place the packages on baking sheet and bake for 15 minutes or until packages puff up.
Transfer each package to a serving plate.
5. To serve, quickly but being careful, slash each package open with a knife or sharp pair of scissors, pull parchment open side to side.
Serve fish with fresh lemon.