Preheat your oven to 400°F (200°C) and line a large rimmed baking sheet with parchment paper for easy cleanup.
Trim the woody, fibrous ends off the asparagus spears and spread them out on one half of the prepared baking sheet.
Pat the cod fillets completely dry with a paper towel and place them on the other half of the baking sheet.
Zest the lemon into a small bowl, then squeeze in the juice from half of the lemon.
Add the extra virgin olive oil, minced garlic, dried oregano, sea salt, and black pepper to the lemon mixture and whisk until well combined.
Drizzle the lemon-herb mixture over the cod fillets and the asparagus, using your hands or a brush to ensure the asparagus is evenly coated.
Slice the remaining half of the lemon into thin rounds and place them on top of the cod fillets.
Bake for 12 to 15 minutes, or until the cod is opaque and flakes easily with a fork and the asparagus is tender-crisp.
Remove from the oven and garnish immediately with freshly chopped parsley before serving.