Preheat the oven to 400 degrees F. Have ready a baking sheet and four sheets of parchment paper, about 15 x 15 inches.
Pat the fillets dry with paper towels and season with salt and pepper. In a small bowl, combine the shallots and zest and sprinkle with salt and pepper. Cut the asparagus in 2-inch sticks and discard the fibrous butt ends (or use them in a soup). Split the sticks in two lengthwise: this will help them to cook more quickly.
Put one sheet of parchment paper on a work surface in front of you. Fold the sheet in two horizontally and unfold. Line up a quarter of the asparagus sticks side by side an inch below the crease, to form a rectangular shape- make sure you divide the asparagus tips evenly. Sprinkle with salt and pepper and top with one fillet. Spread the fish with 1 tablespoon of the creme fraiche, sprinkle with a quarter of the shallot mixture, and a quarter of the toasted almonds.
Fold the top half of the parchment paper down over the fillet so the two edges meet. Make a thin and tight fold all along the joined edges, and repeat until the fold reaches the fillet. Close both open sides of the papillote by folding them into pointy ends and tucking them underneath the package. Transfer onto the baking sheet with a hard spatula. Repeat with the remaining ingredients.
Bake for 12 minutes if the fillets are less than an inch thick, 14 minutes for thicker fillets. Transfer the packages cautiously onto serving plates. Scoop rice or potatoes on the side, bring the plates to the table, and snip the papillotes open along the top with scissors or a sharp knife.