I've also enjoyed restaurant dishes prepared "en papillote," i.e., cooked in parchment. The idea is to cook the food in its own juices, steaming the food without losing flavor. This method also does not generally require the addition of oil or butter.
Using regular parchment sheets, this is usually accomplished by employing two sheets, and crimping the edges to form a seal. I tried this once at home, with mixed results. As I recall, the pouch I'd created leaked, and I ended up with a pool of liquid on the underlying baking sheet. Since then, I've gone back to using parchment strictly for sliding bread and pizza into the oven.
But I was recently offered a free review sample of PaperChef Culinary Parchment Cooking Bags. These are actual bags, made of parchment paper, designed for cooking en papillote.
I tried them for salmon and asparagus, which is something of a classic dish using this method. About ten minutes in the oven at 400 degrees, and the result was very good, with moist, flaky salmon and asparagus that was cooked through but still bright green and crunchy. And happily, no mess, no leakage. (As my wife told me, a little too late, I should've gotten a photo of the finished dish. My bad.)
I haven't tried it yet, but PaperChef recommends using these on the grill as well. The bags should not be exposed to a direct flame, so they suggest placing them on a metal tray or pan, and making sure the temperature does not exceed 425. But it seems like a natural for one of my all-time favorite foods, corn on the cob (especially because I've never been a big fan of roasted corn on the cob -- to me, that just dries it out and makes it too chewy). Not only will the bags allow your food to steam in its own juices, but you'll avoid having the food absorb or impart unwanted flavors from or to whatever else is on the grill at the same time.
On PaperChef's website, you'll find a useful video demonstrating the technique of en papillote cooking, as well as a bunch of recipes utilizing both their cooking bags and their other products, like regular tear-off parchment paper and parchment baking cups. I'll be trying some of those recipes soon, and I'm happy to have added one more arrow to my culinary sling.
PaperChef bags are available at online and brick-and-mortar retailers throughout the U.S. and Canada. Go to their "Where to Buy" page for more information.