Center each piece of fish on an individual piece of aluminum foil (large enough to enclose the fish when folded). Sprinkle each piece of fish with salt and pepper. Divide the sliced tomatoes, onion, and red and yellow peppers between the 6 pieces of fish, and place on top of the fillets. Sprinkle evenly with the capers and parsley. Drizzle each fillet with 1 tablespoon of olive oil and 1 tablespoon of lemon juice.
Fold and seal the foil into a packet and place on a baking sheet. Leave 2 inches between each packet for even cooking.
Bake in preheated oven for 20 minutes.
Let rest for 5 minutes and unwrap. One packet per person.