How to Make It
In a large pot, heat the oil. Add the onion, garlic, fennel and carrot and cook over moderate heat, stirring occasionally, until softened, about 15 minutes. Add the fish bones and cook until just beginning to turn opaque, about 10 minutes. Add the tomatoes, anchovies and orange zest. Squeeze the orange juice into the pot. Add the halves to the pot along with the Scotch bonnet, herb bundle and water and bring to a boil. Simmer over moderately low heat until the broth is very flavorful, about 1 hour. Strain the broth and season with salt and pepper.
Preheat the oven to 500°. In a large skillet, heat the 2 tablespoons of canola oil. Add the garlic and carrots and cook over moderately high heat, stirring, until they are barely tender, about 3 minutes. Add the scallions, okra and Scotch bonnet and cook for 2 minutes, stirring occasionally. Add the tomatoes and cook, stirring, for 1 minute. Stir in the allspice and season with salt and pepper. Let cool slightly.
Place six 12-inch squares of heavy-duty aluminum foil on a work surface, shiny side down, and brush with oil. Season the snapper fillets with salt and pepper and place one in the center of each piece of foil. Spoon the vegetables over the fillets. Fold up the sides of the foil and seal each packet.
Arrange the packets on a sturdy baking sheet and bake for about 18 minutes, until the fish is tender and the vegetables are cooked through. Transfer the packets to plates. Pour the fish tea into cups and serve alongside.