Preheat oven to 400°.
Sprinkle fish with salt and pepper; set aside.
In a large skillet, heat oil over medium-high heat. Add leek and carrot; cook for
minutes. Add stock, soy sauce, and seeds from 2 pieces of vanilla bean. Cook until liquid is almost evaporated, about 3 minutes.
Fold 4 (14x12-inch) pieces of parchment paper in half. Using scissors, cut parchment into a heart shape (A). Unfold paper, and arrange about 1 cup leek mixture on one side of heart. Top with 1 fish fillet, 2 lemon slices, and 2 pieces of vanilla bean (B). Fold other half of paper over fish. Working from top end, begin folding open edge of paper (C). Continue folding paper’s open edge to form a seal (D). Twist paper at end. Repeat with remaining paper, leek mixture, fish, lemon, and vanilla bean pieces. Place packets on 2 baking sheets.
Bake for 20 minutes, rotating pans after 10 minutes. Place packets on serving plates. Cut open top. Garnish with pepper and parsley, if desired.