Marinated fresh vegetables and herbs top the steamed tuna making for a fresh, light meal. Have ready four 10-inch squares parchment paper. Heavy-duty foil can be used if parchment is not available.
Preheat oven to 375°F. Place zucchini, yellow squash, and red pepper in a bowl. Toss with the olive oil, oregano, parsley, lemon juice, wine, salt, and pepper. Let sit at room temperature for 15 minutes. Meanwhile, fold parchment squares in half on the diagonal to form a triangle. Open the parchment. Lay one yellowtail fillet on the parchment lining up the edge of the fillet with the center fold of the paper. Top with ¼ of the vegetable mix. Fold the other side of the parchment over the fish. Make several small overlapping folds along edges and seal with a paper clip. Move to a baking sheet. Repeat with remaining parchment, yellowtail, and vegetables. Bake until paper is puffed, about 22 minutes. To open use a sharp pair of kitchen shears cut an X in the top of the fish package, using caution because the steam if very hot.