Heat the oven to 375 degrees F/190 degrees C. Heat the oil in a small skillet and gently fry the vegetables together until they are al dente (erring on the undercooked side). Sprinkle with some salt, pepper and a squeeze of lemon.
Cut two pieces of parchment to accommodate the fish very generously. Fold one in half to form a wide rectangle and cut half a heart shape from the top and around the open edge (i.e. when you open it out again, it will be shaped a bit like a heart). Put half the vegetables in the center of one side of the heart-shaped parchment paper. Set a fish fillet on top, scatter over half the fennel seed and quatre-epices. Then sprinkle the fish with some salt, pepper and another squeeze of lemon. Fold over the heart. Working from the top, fold the edges of the heart to seal, working all the way around as if it were a pastry. Set on a baking sheet and repeat with the other piece of parchment paper and fish fillet.
Set the papillotes on a baking sheet. Bake 8 to 10 minutes. Remove from the oven and let sit 2 minutes. To serve, simply cut open the papillotes and eat the contents inside.