The fish can be enclosed in parchment paper or foil.
Preheat oven to 400 F.
Cut four sheets of heavy-duty foil or parchment paper in 6 to 8 inches long; arrange fish in single layer in center. Brush fish with half of the oil; turn.
In small bowl, whisk together lemon rind and juice, salt, pepper and remaining oil; brush over fish. Sprinkle with tomatoes, olives, capers and thyme.
Double-fold sides then ends to seal, leaving room in package for steam.
Place, seam side up, in oven; cook until fish flakes easily when tested, about 15 minutes.
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