Season the fish fillets with the salt and pepper. Place 1 fish fillet at the center of each piece of foil. Evenly distribute the zucchini, carrot, bell pepper, and shallots among the 4 packets. Sprinkle each fillet with 2 tablespoons of the wine and 1/2 tablespoons of the oil. Top each fillet with 3 lemon slices. Seal the packets securely, leaving a little room to allow the fish to steam. Transfer the packets to a baking sheet and bake for 15 minutes.
Stir the parsley into the cooked rice. Divide the rice evenly onto 4 serving plates. Remove the fish packets from the oven and carefully open them. Remove the lemon slices. Serve the fish topped with the vegetables and juices over the rice and garnish with fresh chives.