Preheat oven to 400°F.
In a bowl, mix together the onion, zucchini, and carrot. Add the oil, season with salt, to taste, and toss to combine. Arrange the vegetables on a large square of parchment paper, dividing evenly.
Sprinkle each fillet with salt and thyme, to taste. Lay each fillet on top of the bed of veggies.
Top each piece of fish with 1 tablespoon of butter, lemon slices and 2 tablespoons white wine.
Fold the parchment paper around the edges tightly in ¼-inch folds to create a half moon shape. Make sure you press as you crimp and fold to seal the packets well, otherwise the steam will escape. Arrange the packets on a baking sheet.
Bake until the fish is cooked through, about 12-15 minutes, depending on the thickness of the fish fillets.
To serve, cut open the packets and serve directly in the parchment on a plate (beware of the hot steam) or remove the fish to the plate using a spatula, then pour the juices over top.