Preheat your oven to 400°F and line a large sheet pan with parchment paper for easy cleanup.
Prepare the vegetables by trimming the woody ends off the asparagus and slicing the zucchini into half-moons.
In a small glass bowl, whisk together the extra virgin olive oil, lemon juice, lemon zest, minced garlic, and dried oregano.
Place the cod fillet in the center of the sheet pan and surround it with the asparagus, zucchini, and cherry tomatoes.
Drizzle the lemon-herb mixture evenly over the fish and the vegetables, using a brush if necessary to ensure the cod is well coated.
Sprinkle the sea salt and black pepper over the entire tray.
Bake for 12-15 minutes until the cod is opaque and flakes easily with a fork and the vegetables are tender-crisp.
Remove from the oven and garnish with freshly chopped parsley before serving immediately.