Cut 1/2 of the zested blood orange and 1/2 of the lemon into thin slices. Place a few slices of each onto the middle of each segment of parchment paper.
Place the salmon fillets on top of the citrus slices and top each of them with the blood orange and fennel medley. With the other halves of the blood orange and the lemon, squeeze a bit of juice over each fillet, then splash a little dry white wine over each fillet.
Once everything is in place, take one of the sides of your parchment and fold it over the fish. After that, grab the other side, and fold it over, enclosing the fish. Twist the ends of the parchment one at a time, securing each end by tying butchers twine around it. (Or, you can fold the ends underneath the fillets instead of twisting them, and secure the packets with butchers twine in the middle, as pictured in the blog post. It truly doesn't matter how you fold it or tie it, as long as it's secure so no steam escapes.)
Bake in the oven for 15-17 minutes, or until the fillets reach an internal temperature of 145º F, are opaque, and flake easily with a fork.
When done, you can serve these in their packets or unpack them and transfer the fillets, along with the blood orange and fennel medley, to a plate.
Top with fennel fronds and toasted hazelnuts (*see notes)