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