Preheat the oven to 450 degrees F. Choose a 13 x 9-inch baking dish or other 3-quart baking dish that can double as a serving platter. Line the baking dish with foil.
Rinse the fish inside and out in cold water and pat dry. Brush the margarine inside the cavity of the fish. Sprinkle the cavity evenly with the pepper. Stuff the oregano sprigs and lemon slices inside.
Whisk the egg whites in a large bowls until soft peaks form when the whisk is lifted. Fold in the salt.
Spread one-third of the salt mixture in the bottom of the prepared pan. Place the fish on the salt and cover the top of the fish with the remaining salt mixture.
Bake for 30 minutes. Tap off and discard the salt crust from the fish (it will break off easily). Drizzle the fish with the olive oil and serve in its baking dish with the lemon wedges for squeezing.
To make individual portions, cut the fish into quarters and remove to plates. To remove the skin, peel it off with a fork.