Preheat the oven to 425°F.
To make the sauce, mix the wine, soy sauce, ginger, honey and sesame oil together in a small bowl. Set aside.
Cut 4 rectangular pieces of parchment paper large enough to hold the pieces of fish. Fold each piece of parchment in half and cut the parchment into a heart shape.
Open the parchment up and place ¼ of the bell pepper, snow peas and mushrooms on one half of each piece. Sprinkle each pile of vegetables with about 1 teaspoon of the sauce.
Place a piece of black cod on top of each pile of vegetables. Spoon the remaining sauce over the fish.
Fold the top half of the parchment over the fish. Starting at one end, fold the edges of the parchment, overlapping the folds to seal the open edge completely. Place the packages on one or two baking sheets. If you don’t have parchment paper, you can use aluminum foil instead.
Bake in the oven for 10 minutes, until the parchment paper puffs up and the fish is just cooked through. Transfer the parchment packages to plates. Carefully cut the packages open, being careful of the steam. Garnish the fish with scallions and serve immediately.