Drizzle the center of 4 large pieces of parchment paper with olive oil. Place the veggies in the center of each parchment paper over the olive oil. Season the veggies with olive oil, salt, and pepper (to build flavor). Dry the fish with a paper towel to remove excess moisture and place on top of the pile of veggies. Season fish with olive oil, salt, black pepper, and fresh lemon juice.