Heat a grill pan over medium heat until hot.
Put each salmon fillet on a separate piece of foil large enough to fold over and seal. Drizzle the salmon with olive oil and season with the salt and pepper. Add about 2 tablespoons of lemon juice to each fillet. Top the salmon with the tomatoes, zucchini, potatoes and onion. Season the vegetables with salt and pepper. Wrap up the salmon and vegetables tightly in the foil packets.
Grill the packets until the salmon is cooked through and the vegetables are slightly tender, about 15 minutes. Serve in the foil packets and garnish with fennel fronds.