1. Preheat oven to 400º F. Line a roasting pan with parchment paper.
2. Place egg whites into a large mixing bowl, whisk to stiff peaks. Add lemon zest and salt, stirring to blend. Cut zested lemon into slices and place lemon slices and half of the thyme into the body cavity of the fish.
3. Rub the fish lightly with olive oil. Put half of the salt mixture in the bottom of the roasting pan. Place the fish on top of the bed of salt and cover the fish with the remaining salt.
4. Bake for 25 to 35 minutes. Remove from oven and let rest for 10 minutes.
5. Crack the salt crust using a wooden spoon. Remove pieces of salt crust from the top of the fish. Lift out the fish fillets, discarding the skeleton. Divide fish between plates. Drizzle with olive oil and serve with remaining thyme and lemon wedges.