
Assemble the packets. Preheat the oven to 400°F (200°C). Fold a 12x16-inch sheet of parchment paper in half, then open it. Add several slices of zucchini in the center of one half, then top with a piece of cod. Season with salt and pepper.
Add toppings. Top the cod with 2 to 3 lemon slices, a few slices of shallot, a sprig of thyme, 5 olives, and 5 tomatoes (it's okay if these fall to the side). Drizzle a little olive oil on top.
Fold and seal. Fold the top half of the parchment paper over the bottom half, then tightly roll up the edges around the cod. Repeat this process with the other 3 pieces of cod.
Bake. Place the 4 parchment paper packets on a baking sheet, place in the oven, and bake for 14 to 18 minutes (depending on thickness), or until the cod is opaque and flakes easily with a fork.
To serve. Use a knife to pierce the center of each parchment packet, and open it up before serving.