Pre-heat the oven to 400 degrees. Line a large baking sheet or roasting tray with a long piece of parchment, enough to fold half over the fish fillets. Sprinkle one half of the parchment with olive oil and lay the slices of lemon over the oil. Place the fish fillets, skin side down on top of the lemon slices. Sprinkle with salt and pepper. Top the fish with the cherry tomato halves and sprigs of thyme. Spoon the water or white wine over the fish fillets and a splash of olive oil, if preferred. Fold the other half of parchment over the fish and crimp the edges, pressing down tightly. Start in one corner and go all the way around to the other corner.