Preheat the grill. In a small mixing bowl, add the oil, lemon juice and thyme. Season with salt and pepper. Mix well. Season the fish with salt and pepper. Brush both sides of the fish with the lemon mixture. Lay the lemon slices and thyme over the top of each fish. Cross two of the banana leaves, forming a cross. Place the fish in the center of the leaves. Wrap the fish in the leaves, securing the fish with toothpicks. Place the fish pouches on a low grill. Cook for 4 to 6 minutes on each side. In a saute pan, over medium heat, add the oil. When the oil is hot, add the vegetables. Season with salt and pepper. Saute for 3 to 4 minutes. To serve, place the fish in the center of each plate. Remove the toothpicks, exposing the fish. Serve the vegetables around the fish.