Put an oven rack in the lower 1/3 of the oven. Preheat the oven to 400 degrees F.
In a small skillet, heat the oil over medium-high heat. Add the pancetta and cook, stirring occasionally, until brown and crispy, about 8 to 10 minutes. Drain on paper towels. Set aside.
Lay a piece of heavy-duty foil on a baking sheet. Spray the foil with vegetable oil cooking spray. Lay the fish fillets, skin side down on the foil in a single layer and season with salt and pepper, to taste. In a small bowl, mix together the lemon zest, fennel fronds and thyme. Spoon the mixture over the fish. Arrange the lemon and fennel slices on top of the fish and sprinkle with the cooked pancetta. Pour the wine on top. Lay another piece of foil on top and crimp the edges of both pieces to form a packet. Roast until the flesh is flaky and cooked through, about 25 to 30 minutes. Remove the baking sheet from the oven and let sit for 5 minutes. Carefully remove the top piece of foil. Put the cooked lemon slices and fennel on a platter. Carefully transfer the fish to the platter on top of the fennel and lemon slices. Garnish with parsley and serve.