Preheat the oven to 500ºF.
Lay one sheet of parchment paper on the counter and fold it in half lengthwise just to make a crease. Open the parchment paper. Place about four leaves of Swiss chard or spinach in the center of the parchment paper just below the centerfold. Top with fish fillet. Season with salt and pepper to taste. Top with about a tablespoon of shallots and 1.5 teaspoons capers. Squeeze some lemon over the fish. Nestle three slices of lemon on the sides of the fish. Sprinkle some olives, tomatoes, and zucchini (if using) around the fish. Top with 1 tablespoon olive oil and 1 tablespoon white wine.
Fold top half of paper over bottom half and begin folding tightly from the center to one of the sides. Go back to the center and fold tightly in the opposite direction. (See video for more assistance.)
Repeat with each fish. Place packages on a cookie sheet and cook for 10 minutes. (Estimate about 10 minutes per inch — if the fillets are a little bit thicker than one inch, add 1 or 2 minutes.)
