Pat fillets dry with a paper towel; sprinkle evenly with salt and pepper.
Cut 4 (15-inch) squares of parchment paper. Fold each square in half; open each. Divide shallot evenly among squares, placing near fold; top each with 1 fillet and 1 tablespoon salsa. Divide artichoke hearts and lemon slices evenly over fillets. Fold paper; seal edges well with narrow folds.
Place packets on a baking sheet.
Bake at 400 for 15 minutes or until a thermometer registers 140 to 145 when inserted through the paper into the fish.