Heat oven to 400 F.Gently toss the tomatoes, beans, fennel, parsley, oil, salt, and pepper in a large bowl.Tear off four 15-inch squares of parchment paper and arrange on 2 baking sheets. Spoon some of the bean mixture into the center of each square.
Place the scallops on top of the beans. Top with 4 more squares of parchment and fold the edges over several times to seal.
Bake for 15 minutes.
Transfer each packet to a plate.
Serve with a knife to slit the package open, and be careful of the steam that will escape.