Mediterranean Fish Parcels

• 300 g white fish fillets (1 cm thick)
• 80 g green pitted Sicilian olives, roughly chopped
• 250 g cherry tomatoes, chopped
• 1 red capsicum (pepper), deseeded, thinly sliced
• 1 lemon
• 1 cup flat leaf parsley, chopped
• 3 cup rocket leaves