Preheat the oven to 200C/180C fan/gas 6.
Mix together all the vegetables in a bowl with most of the olive oil. Season well and set aside.
Arrange four large squares of parchment paper on a baking sheet. Carefully place one fish fillet in each square.
Spoon the vegetable mixture over each fillet until it’s evenly divided across all four fish.
Add the lemon slices and thyme on top and finish with a final grind of black pepper.
Fold the parchment paper around the fish fillets and scrunch at the top so that they form four fully sealed packages.
Place in the oven for 15 minutes.
When the packages are ready, remove from the heat and gently open (careful; steam might escape).
Serve directly in the parchment or transfer to a plate — whichever you prefer.
