Arrange four 12- to 14-inch pieces of parchment paper on a flat surface. Arrange the halibut fillets on the center of each piece.
Season the halibut with salt and black pepper. Top each fish fillet with 1 teaspoon of the butter. Arrange a lemon slice on the butter and then top with a sprig of rosemary.
Lift the parchment paper on 2 opposite sides to meet in the middle, above fish. Tightly fold and roll over the paper until it reaches fish. Pull up the ends and crimp to seal. Transfer the packets to a large baking sheet and bake for 14 to 16 minutes, until the fish is fork-tender and opaque throughout.