Preheat oven to 350°F.
In a cast-iron pan over medium heat, drizzle in olive oil. Add shallots and sauté for 2–3 minutes.
Add garlic and cook until fragrant, about 1–2 minutes. Stir in tomato paste and cook until caramelized, 2–3 minutes.
Add grape tomatoes and anchovies. Cook 5 minutes, then gently mash tomatoes to release juices. Season with pepper.
Deglaze with ½ cup white wine, scraping up any brown bits. Simmer 2–3 minutes until slightly thickened.
Add capers and olives. Cook 2 minutes more.
Add canned tomatoes and cook until reduced by about 75%.
Make a space in the pan and place halibut filets in the center. Sprinkle with salt and pepper. Top with oregano leaves and 1 sprig oregano.
Pour remaining ¼ cup wine around fish. Spoon sauce over filets.
Bake uncovered for 20 minutes or until fish is just cooked through.
Garnish with parsley and serve.