Heat oven to 450º F. In a medium bowl, combine the potato, zucchini, scallions, oil, ½ teaspoon salt, and ¼ teaspoon pepper.
Divide the vegetables among 4 12- to 15-inch pieces of parchment. Place the fish over each pile of vegetables and top with the lemon slices, olives, and thyme.
Fold the parchment over the fish, then seal each packet by making small overlapping folds along the edges.
Place on 2 baking sheets and bake for 20 minutes.