Place four 14x12" sheets of parchment paper, or heavy-duty foil if grilling, on a work surface. Divide zucchini among parchment sheets, arranging on one side of sheet in thin layers. Sprinkle shallots and sliced basil over, dividing equally. Scatter tomato halves around zucchini. Drizzle each packet with 1 Tbsp. wine and 1/2 Tbsp. oil (add 1/2 Tbsp. water to each if grilling). Season with salt and pepper. Place a fish fillet atop each portion. Season with salt and pepper; drizzle 1/2 Tbsp. oil over each.