Preheat your oven to 400°F (200°C).
Cut a large sheet of parchment paper (about 15 inches / 38 cm long) and fold it in half.
On one side of the parchment, arrange the zucchini, carrot, and shallot. Drizzle with half the olive oil and season lightly with salt and pepper.
Place the sea bass fillet on top of the vegetables.
Season the fish with salt, pepper, thyme, and parsley. Top with lemon slices and drizzle with the remaining olive oil.
Fold the parchment over the fish and tightly crimp the edges to seal the packet.
Place on a baking sheet and bake for 12–15 minutes, depending on the thickness of the fillet.
Carefully open the packet and serve immediately.
