Place the fish fillet on a piece of parchment paper and sprinkle it with the salt and pepper. Drizzle the lemon juice and olive oil over the top of the fillet. Lay the thyme on top and place the olives next to the fillet.
Beat the egg together with 1 tablespoon of water for an egg wash. Brush the egg wash around the edge of the parchment paper and fold it in half. Carefully fold the edge of the parchment paper under and around the fish to make a package. Place the package on a sheet pan and cook for 12 to 15 minutes, until the fish is cooked through. Serve hot in the parchment paper.