Preheat the oven to 200C/180C Fan/Gas 6. Cut out two squares baking paper about 40cm/16in square, and two squares of tin foil the same size. Lay a square of baking paper on top of each piece of foil.
Heat the oil in a frying pan and fry the fennel and onion with some salt and pepper for 2-3 minutes, until softened. Divide the fennel and onions between the two squares of baking paper, and layer on the sliced tomatoes then put a fish fillet on top of each heap. Drizzle over some olive oil, a squeeze of lemon juice, and season with salt and freshly ground black pepper. Sprinkle over the chopped dill and a few capers, if using.
Fold the foil and paper over the fish and double-fold each edge to make a sealed parcel, leaving a gap at the top to pour in a few tablespoons of white wine (if using). Pour in the wine, then fully seal the parcel, but not be too tight, as it needs to expand in the oven as it cooks.
Place the parcels on a baking tray and bake for 12-14 minutes, or until the fish is just opaque and cooked through. Serve the parcels on each plate so they can be opened at the table.