Heat oven to 350 degrees F.
Season each fish on both sides and on the inside cavity with salt and pepper. Lay out 4 sheets of parchment paper (about 20 inches by 12 inches) and pour 2 tablespoons of olive oil on center of each sheet. Place one fish on each sheet of paper.
Divide the peppers, onion, carrots, and olives evenly among the 4 fish. Place 2 slices of lemon on the top of each fish. Pour 3 tablespoons of white wine over each fish.
Fold parchment in half and close the edge of the package to form a tight seal. Place the packages on a sheet tray and place in oven for 15 minutes. Serve immediately.
Recipe courtesy of Mario Batali, 2001