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.