Preheat the oven to 450 F.
Tear a sheet of parchment paper or tinfoil about a foot long. On one half, layer sliced zucchini to make a bed for the fish. If you are working with filets, repeat this step for each filet. Squeeze juice of the lemon over the fish and season with salt and pepper.
Place the fish on the zucchini bed. Top with minced jalapeño, onion and garlic. Layer on ginger coins and lemongrass stalks (don’t eat the stalks, they’re just there to impart flavor).
Combine the coconut milk, mirin, soy sauce and sesame oil, and pour over the fillet(s).
Place the other half of the parchment paper over the fish and twist the edges toward you, moving around the perimeter of the parchment paper until you’ve formed a packet.
Bake for 12 to 15 minutes. Top with cilantro and serve.