Preheat the oven to 200°C/390°F.
Place the sheet of parchment paper at the bottom of a glass dish and place the fish fillets on it.
Cut the shallots into slices then place them on the fillets, season with salt and pepper.
Drizzle with olive oil and place a slice of lemon on each fish.
Close the bags with foil and place them in the oven for 20 to 25 minutes depending on the thickness of the fillets.
You can serve with rice or simple boiled potatoes, or even a good green salad.