Heat the oven: Preheat to 425°F (220°C). Lightly oil a 9x13-inch baking dish or similar pan.
Prep the base: In the pan, toss tomatoes, red onion, garlic, olives, and capers with 2 tablespoons olive oil, 1 teaspoon dried oregano, a pinch of red pepper flakes, and a big pinch of salt and pepper.
Roast the veggies: Spread evenly and roast for 10–12 minutes, just until the tomatoes start to burst and the onions soften.
Season the fish: Pat cod dry.
Rub with 1–2 tablespoons olive oil, salt, pepper, and a light sprinkle of oregano. Zest half a lemon over the fillets if you like extra brightness.
Nestle and bake: Take the pan out. Stir in the juice of half a lemon with the vegetables.
Nestle the cod fillets on top. Spoon some of the mixture and juices over each piece.
Finish in the oven: Bake 10–14 minutes, depending on thickness. The cod is done when it flakes easily with a fork and turns opaque (internal temp about 145°F/63°C).
Add fresh herbs and feta: Squeeze the remaining lemon over the fish.
Scatter parsley (and dill, if using) and crumble feta on top. Taste and adjust salt, pepper, or lemon as needed.
Serve: Spoon the pan juices over each plate. Serve with bread, rice, or orzo to catch the sauce.