Heat oven to 220C/fan 190C/gas 7. Cut out 2 x 40cm diameter circles of baking parchment. Fold each piece in half to form a crease. Slash the fish 3-4 times on each side to the bone – set aside.
Melt the butter in a saucepan; add the dill and season. Put each fish on one half of the paper circles and tuck the lemon around. Drizzle the flavoured butter over the top and wrap each to form a parcel.
Put on baking sheets and bake for 12 mins. To see if cooked, insert a skewer through the paper into the fish, leave for 15 secs, then feel if the tip is hot.