Heat the oven to 425 degrees F.
Season the fish with kosher salt and pepper on both sides.
Prepare the sauce. Place the olive oil, lemon juice, shallots, garlic and spices in a small mixing bowl or measuring cup and whisk to combine.
Prepare 4 large pieces of parchment paper (about 12 inches or so on each side). Fold the parchment pieces down the middle to mark two halves.
Assemble the pouches. Place each fish fillet on the bottom half of a parchment piece. Spoon 2 tablespoons of the prepared sauce over the fish. Add 1 lemon slice, 1 tomato slice, and 1 bell pepper slice on top.
Fold the top half of the parchment paper over the fish and veggies and go around to fold and secure each piece of parchment around the fish and veggies creating a well-wrapped pouch.
Place the fish pouches on a large baking sheet. Bake on the middle rack of your heated oven for 12 to 15 minutes or until the fish is fully cooked and flakes easily.
To serve, leave the fish and veggies in their own closed parchment pouches and transfer each pouch to a serving plate.
