Scallops, fennel, and cherry tomatoes bake gently when wrapped in parchment-paper pouches and buried in a bed of coarse salt infused with lemon.
Cut out six 12-inch squares of parchment. Lay squares on a clean, dry work surface.
In a large mixing bowl, combine scallops, fennel, cilantro, garlic, and cherry tomatoes. Drizzle with the olive oil, and season with pepper; toss to combine.
Heat oven to 450 degrees. Divide the mixture evenly among the parchment squares, centering the mixture in each square. Using kitchen twine, cinch the corners of squares, forming little pouches, and tie closed.
Pour a 1/2-inch layer of salt in the bottom of a 12-by-2-inch round casserole dish. Place the six pouches on top of the salt, and place the whole lemon in the center. Cover the pouches and the lemon with salt, allowing the tops of the pouches to stick out.
Bake the scallops 30 minutes. Carefully lift pouches out of salt, brush off excess, and transfer to individual plates. Serve.
Set the baking dish on a trivet in the middle of the table, and let each guest dig out his own.