Preheat oven at 375 °.
Place a large piece of parchment paper on the counter. Arrange a layer of snap peas, mushrooms, shallots, lemon zest. Top with salmon fillets. Sprinkle salt and pepper and drizzle with olive oil.
Start folding the parchment paper. Before completely sealing it add some champagne or white wine and completely seal the salmon pockets.
Bake in the hot oven for 25 to 30 minutes. Serve hot.