Heat oven to 400° F. Gently toss the tomatoes, beans, fennel, parsley, oil, ½ teaspoon salt, and ¼ teaspoon pepper in a large bowl.
Tear off four 15-inch squares of parchment paper and arrange on 2 baking sheets.
Dividing evenly, spoon the bean mixture into the center of each square, top with the scallops, and cover with another square of parchment. Fold the edges over several times to seal.
Bake the packets for 15 minutes, then transfer to plates. Serve with a knife to slit open the packet and be careful of the steam that will escape.