Cut six 12-inch (30 cm) squares of parchment paper. Spread out on a clean dry work surface.
Cut fish into 12 small cubes; place 2 cubes on each square.
Distribute scallops, shrimp, fennel, tomatoes, garlic, and parsley evenly on squares. If using large scallops, cut each in half. Drizzle with olive oil and season with freshly ground Windsor® Black Peppercorns.
Heat oven to 450°F (230°C). Cinch corners of squares, forming bundles; tie closed with kitchen twine.
Pour half of the salt into bottom of an ovenproof 12-inch (30.5 cm) round baking dish and place lemon in the centre.
Arrange the bundles on top of the salt. Pour remaining salt around bundles.
Bake 30 minutes.
Carefully lift bundles out of salt, brush off any clinging salt.
Cut lemon into 6 wedges. Untie bundles and serve with lemon wedges.