To bake halibut: Preheat oven to 300 degrees F.
Set halibut on a large sheet of foil, drizzle with oil and season with salt and pepper. Bring together sides and ends of foil and seal into a tent, leaving an air space on top. Transfer to a large baking dish or baking sheet. Bake until the fish is opaque in the center, 15 to 20 minutes.
To make salsa verde: Meanwhile, combine oil, parsley, shallots, capers, garlic, lemon juice and anchovy paste in a small bowl. Season with salt and pepper.
Divide the baked halibut into 4 medallions. Spoon a little salsa verde on top of each portion and serve.
5 lean meat, 1 fat