Drizzle the vegetables with a little olive oil and season with salt and pepper. Divide evenly among 4 pieces of aluminum foil. Pour a couple of tablespoons of wine onto each. Place a piece of fish on top of each vegetable portion. Squeeze with fresh lemon juice and top with lemon slices.
Tightly fold up the aluminum foil into a tight package. Place each packet onto a baking sheet and bake in the oven for about 15 minutes, depending on the thickness of the fish.