01 - Set oven temperature to 400°F. Prepare a baking dish by lining with parchment paper or lightly greasing with olive oil.
02 - Pat cod fillets dry using paper towels and arrange evenly in the baking dish.
03 - In a small bowl, whisk olive oil, lemon juice, lemon zest, sea salt, and black pepper. Brush this mixture uniformly over each cod fillet.
04 - Distribute minced shallot and capers evenly over the fillets. Place a lemon slice atop each piece.
05 - Place the dish in the oven and bake for 18 to 20 minutes until the fish flakes easily with a fork and is opaque throughout.
06 - Remove from oven, sprinkle with fresh parsley, and serve immediately.