1. In a bowl mix fresh onions, fennel, tomatoes, capers, olive oil and a little salt and pepper.
2. On the counter or table spread out four pieces of aluminum foil and on each one of them put on paper. On each baking sheet equally share the filling of vegetables. On top of veggies add the fish fillets with the skin upward. With a pastry brush, brush the fillets with a little olive oil and little salt and pepper.
3. Close the packages by folding the baking sheet with aluminum foil in a crescent. Press and turn the edges inward. Press very well to avoid opening which -is very important not to lose liquid from the baking sheet. The end result of the packages will a pie like shape and "molding" as pie. Then the array on a sheet. Bake in a well preheated oven at 240oC for 15. During baking the packages will inflate like a balloon. Once cooked, let stand for 5 minutes.
4. Slit the parchment paper with a knife, be careful not to burn your fingers and face from the steam as you open the packet. Completely open the packages and serve the fillets on plates. Add any sauce that has remained in the packages. You also might want to add some lemon juice according to your taste. Accompany with a salad of boiled potatoes.