Preheat oven to 325 degrees F.
Place the rock salt in a large mixing bowl.
In a separate bowl, whisk the egg whites until large bubbles appear. Add egg whites to the salt and mix well. Add a little bit of white wine or water to the salt, mixing well until it reaches the consistency of wet sand.
Stuff the belly of the fish with the rosemary, thyme and shallots. On a large baking sheet, place a layer of salt and press down to even it out.
Place the stuffed fish on top of the layer of salt. Cover the fish with the remaining salt, pressing down all around to make a tight fishshaped salt mound.
Bake fish on the middle rack of the oven for 45 to 50 minutes. Remove baking sheet from the oven. With the back of a wooden or heavy metal spoon, tap the salt mounds to break salt into large chunks then peel it away.
With a spatula, remove the fish from the salt and place it on a serving tray. Peel away the skin; it should come off very easily.
Serve with capers and lemon wedges.