Preheat oven to 180C/350F/Gas 4.
Make one 30 x 30cm/12 x 12in square each of foil and baking parchment. Lay the baking parchment on top of the foil. Place the lemon slices on one side, leaving a 6cm/2½in border. Place the dill on top of the lemons and lay the sea bream fillet skin-side up on top. Spoon over the white wine and season with salt and freshly ground black pepper.
Fold over the other side of foil and baking parchment and seal the edges to make a parcel. Place on a baking sheet and cook in the oven for 6-7 minutes or until the fish is cooked through.
To serve, place on a plate and slice open the top of the parcel with a knife. Drizzle over the olive oil and serve.