01 - Preheat the oven to 400°F. Line a baking dish with parchment paper or lightly grease it with olive oil.
02 - Pat the cod fillets dry with paper towels and place them evenly in the prepared baking dish.
03 - In a small bowl, whisk together olive oil, lemon juice, lemon zest, sea salt, and black pepper. Brush this mixture evenly over the cod fillets.
04 - Distribute the minced shallot and rinsed capers over the fillets. Top each piece with a thin lemon slice.
05 - Bake for 18 to 20 minutes, or until the cod is opaque throughout and flakes easily with a fork.
06 - Remove from the oven, sprinkle with fresh parsley, and serve immediately.