Trim the toughest parts of the broccoli stem. Using a sharp, large knife, cut the broccoli into 3/4-inch (2-cm) slices and cut each slice in half lengthwise. Season with salt and pepper.
Whisk together the olive oil, lemon juice and ouzo in a large, wide bowl and marinate the broccoli, turning it to dampen on all sides, for 15 minutes. Remove. Preheat the oven to 375F.
Place two broccoli slice halves on each piece of parchment paper. On top in the following order, place: 3 onion slices, 2 tomato slices on top of them; 1 teaspoon of capers and one tablespoon of parsley. Place 2 lemon rounds on top and drizzle each with a teaspoon of the marinade. Fold the paper over the broccoli to make a secure parcel, turning the top edges in together to seal.
Lightly oil a baking dish large enough to hold all the parcels. Place the parcels seam side up in the pan and sprinkle with a little water. Bake for about 30-40 minutes, until the broccoli is tender. Serve on individual plates, each in its parcel.