Preheat your oven to 400°F (200°C) and line a large rimmed baking sheet with parchment paper for easy cleanup.
Prepare the vegetables by trimming the woody ends off the asparagus and slicing the zucchini into half-moon shapes.
Place the cod fillet in the center of the baking sheet and arrange the asparagus, zucchini, and cherry tomatoes around it in a single layer.
In a small bowl, whisk together the extra virgin olive oil, minced garlic, dried oregano, sea salt, and black pepper.
Drizzle the herb oil mixture evenly over the cod and the vegetables, tossing the vegetables gently to ensure they are well coated.
Place thin slices of lemon directly on top of the cod fillet to infuse it with citrus flavor while baking.
Roast in the oven for 12 to 15 minutes, or until the vegetables are tender and the cod is opaque and flakes easily with a fork.
Remove from the oven and garnish with freshly chopped parsley and an extra squeeze of lemon juice before serving.