Season the fish inside and out with salt and pepper. Whisk together the olive oil, lemon juice, and ouzo in a large bowl, add the fish, turn in the marinade, cover and refrigerate for 1 hour.

Preheat the oven to 350˚F (180˚C). Remove the fish from the marinade, reserving it. Place 1 fish on one of four 8-inch (20-cm) square pieces of parchment paper. Top the fish with a tablespoon or two of the leek or scallion rounds and fennel, followed by 2 tomato slices, then 1 teaspoon capers, 1 tablespoon dill, a little lemon zest, and 2 lemon rounds. Drizzle the fish with a little of the marinade. Fold the paper over the fish to make a secure parcel, turning the top edges in together to seal. Repeat with the other 3 fish.

Lightly oil a baking dish large enough to hold all the parcels in one layer. Place the parcels seam-side up in the pan and sprinkle with a little water. Bake for about 20 - 25 minutes, until the fish is tender. Serve on individual plates, each fish in its parcel.