Cut four 40cm circles out of baking parchment. Rub each circle with a little olive oil, then place a leg steak on one half. Scatter over the onion, garlic, oregano, and a little salt and pepper.
Top with a bay leaf and then fold in half to form a semi circle. Fold over the edges to seal then, just before you have completely enclosed the steak, pour in a little white wine, then finish off the folding, ensuring that the steaks are completely sealed.
Place the parcels on a baking sheet and bake for 30 minutes. Carefully transfer each parcel to a plate and serve.