Preheat the oven to 400 degrees F.
Thinly slice one of the lemons into 8 or so rounds and set aside.
Combine the juice from the remaining lemon with the tahini in a small mixing bowl. The mixture will seize up almost immediately into a thick paste. Add 1/3 cup water and whisk until smooth, adding more water until the sauce is the consistency of ranch dressing. Season to taste with salt.
Place two 15×12 inch sheets of parchment paper on a rimmed baking sheet. Fold each sheet in half lengthwise, then reopen the paper.
Arrange the lemon slices on one side of each of the sheets. Top with two thyme sprigs, followed by the fish fillets. Scatter the shallot, zucchini, and cherry tomatoes (if using) around the fish. Season everything generously with salt and pepper, and drizzle with olive oil.
Fold the parchment over the fish and crimp the edges like a pie crust until the packets are tightly sealed.
Bake in the oven for 10 minutes, until the fish is flaky and cooked through. Allow to cool for a few minutes before opening, then serve immediately directly in the packets. Garnish with fresh parsley and top with the lemon-tahini sauce.