There are so many wonderful variations to this dish. You can made it with halved cherry tomatoes in addition to or instead of the zucchini. It’s a great one-packet meal served alongside crusty bread. Quinoa tabouli is also an excellent side dish. Spoon some directly into the packets so the grains soak up the sauce, and eat away.
Preheat the oven to 400 degrees.
Thinly slice 1 of the lemons into 8 or so rounds and set aside.
Place two 15-by-12-inch sheets of parchment paper on a rimmed baking sheet. Fold each sheet in half lengthwise, then reopen the paper.
Arrange the lemon slices on 1 side of each of the sheets. Top with 2 thyme sprigs, followed by the fish fillets. Scatter the shallot and zucchini around the fish, and drizzle with the tahini and the juice of the remaining lemon. Carefully divide the wine between the 2 sheets and season everything generously with salt and pepper. Garnish with parsley leaves, if using.
Fold the parchment over the fish and crimp the edges like a pie crust until the packets are tightly sealed.
Bake in the oven for 10 minutes, until the fish is flaky and cooked through. Allow to cool for a few minutes before opening, then serve immediately directly in the packets.