Prepare a medium-hot two-zone grill fire, preheat a gas grill to medium-high for 10 minutes, or preheat the oven to 400°F.
In a medium bowl, stir together parsley, green onion, lime juice, 3 tablespoons oil, oregano, thyme, garlic, 1 teaspoon salt, and ½ teaspoon pepper to create herb mixture. Rub mixture over snapper generously.
Lay 4 double layers of foil on a work surface. Divide pineapple, bell pepper, and jalapeño between foils, drizzle with remaining 1 tablespoon oil, and sprinkle with remaining ½ teaspoon salt and ¼ teaspoon pepper. Top packets with snapper.
Seal foil packets. For a grill, place packets on cooler side of grill. For oven, place packets on a large baking sheet. Grill or bake until fish is cooked through, 15-20 minutes.
Open packets carefully and serve with avocado and lime wedges.