Cut fish into 8 pieces. Mix milk and oregano; pour over fish. Cover and refrigerate 1 hour. Cook and stir onion in oil in 10-inch skillet until tender. Stir in remaining ingredients except fish. Simmer uncovered until thickened, about 15 minutes. Drain fish; pat dry with paper towels. Place 1 fish fillet on each of eight 12-inch heavy duty aluminum foil squares. Divide sauce among fish. Fold over fish; seal securely. Place packets in ungreased jelly roll pan, 15 1/2 by 10 1/2 by 1 inch. You may also cook all the fish together in a shallow covered baking dish. Cook in 350 oven until fish flakes easily with fork, 30 minutes. Sprinkle with snipped cilantro and serve with lemon wedges if desired. 8 servings.