Put each salmon fillet on a piece of foil large enough to fold over and seal. Brush the salmon on both sides with olive oil; season with 1/2 teaspoon each salt and pepper, and the rosemary. Top each fillet with 1 lemon slice, 1 tablespoon lemon juice, 2 tablespoons wine and 1 teaspoon capers. Wrap the salmon tightly in the foil packets.
Put the foil packets on the hot grill pan or grill rack and cook until medium, 8 to 10 minutes. Transfer the foil packets to plates or shallow bowls and serve, letting everyone open the foil.