This is a recipe from Cooks Illustrated (I highly recommend the magazine). We used red snapper but the recipe calls for cod, haddock, halibut or sea bass as other options as long as the fillets are 1 to 1 1/4 inches thick.
Combine butter, 1/4 t zest, 1 t garlic, thyme, 1/4 t salt, and 1/8 t pepper in small bowl. Combine parsley, remaining t zest, and remaining t garlic in another small bowl; set aside. Place carrots and leeks in medium bowl, season with salt and pepper, and toss together.
Adjust oven rack to lower-middle position and heat oven to 450°Fs. Cut eight 12 inch sheets of foil; arrange four flat on counter. Divide carrot and leek mixture among foil sheets, mounding in center of each. Pour 1 T vermouth over each mound of vegetables. Pat fish dry with paper towels; season with salt and pepper and place one fillet on top of each vegetable mound. Spread quarter of butter mixture on top of each fillet. Place second square of foil on top of fish; crimp edges together in 1/2 inch fold, the fold over three more times to create a packet about 7 inches square. Place packets on rimmed baking sheet (overlapping slightly if necessary).
Bake packets 15 minutes. Carefully open foil, allowing steam to escape away from you. Using thin metal spatula, gently slide fish and vegetables onto plate with any accumulated juices; sprinkle with parsley mixture. Served immediately, passing lemon wedges separately.