Heat your oven to 180°C/Fan 160°C/Gas 4. Put a roasting tin in the oven to heat up. Put a large pan of water on to boil.
Scrub the new potatoes and halve or quarter them so they're all roughly the same size. When the water is boiling, add them to the pan. Simmer for 5 mins.
While the potatoes are simmering, trim the dry tips off the fennel bulb (keep any soft fronds). Halve it lengthways, then slice each half into wedges around 1cm thick. Halve the pepper and scoop out the seeds. Roughly chop the pepper. Trim the courgette ends and roughly chop the courgette.
Drain the potatoes. Add 1 tbsp oil to the hot roasting tin. Tip in the potatoes. Add the chopped veg. Season with a pinch of salt and pepper. Toss to mix, making sure you end up with an even layer of veg in the tin. Roast on the top shelf for 25 mins.
While the veg roast, finely grate the zest from the lemon into a bowl. Keep the lemon for later. Finely chop the parsley, leaves and stalks, the oregano and rosemary leaves, and any soft fennel fronds you kept in step 3. Add to the zest and stir.
Cut a large rectangle of baking or greaseproof paper around 40cm x 50cm (see our tip below). Lay it on your work surface and heap the fish pie mix in the middle of it. Scatter over 2/3 of the lemon and herb mix. Season with salt and pepper. Lift 2 sides of the paper up and hold them together. Fold down to make a pleat. Tuck the short ends underneath to make a parcel.
After 25 mins roasting, move the veg down to the middle shelf. Put the parcel on a baking tray on the top shelf. Bake for 10 mins. Carefully open up the parcel (mind the steam) to check the fish is cooked – it will be opaque and flake easily when you press it with a fork. Serve the fish and veg with lemon wedges for squeezing and the rest of the chopped herbs scattered over the top.