Place fish in baking dish and sprinkle sablefish with salt and pepper. Combine lemon juice and oil; brush on all sides of sablefish. Arrange onion slice over fish; brush with remaining lemon-oil mixture.
Bake at 400 F for 5 minutes.
Arrange orange slices over onion; sprinkle with parsley.
Bake 5 to 8 minutes longer or until fish flakes easily when tested with a fork at thickest part.
Variation: one small grapefruit; peeled and sectioned, may be substituted for the orange.