Preheat oven to 450°F. Place rack in center of oven. In a medium skillet, sauté pepper and onion in olive oil until tender, about 10 minutes.
Place each fillet on a piece of parchment paper or foil. Season the fillets with salt and pepper; add dill and lemon zest. Top with sliced tomatoes and sautéed vegetables.
Fold parchment or foil over fillet and fold in edges to form a pouch. Place pouches on a baking sheet and bake at 450°F for 14-16 minutes.