Start by preheating your oven to 375°F (190°C). Lightly grease your baking dish with olive oil to prevent sticking. This also helps the fish develop a slightly golden base.
Pat the cod fillets dry using paper towels. Season both sides with salt, pepper, and paprika. This step enhances the natural flavor of the fish before adding the sauce.
In a bowl, mix coconut milk, lemon juice, lemon zest, minced garlic, and herbs. Stir well until everything is combined smoothly. The sauce should smell fresh and slightly tangy.
Place the seasoned cod fillets into the prepared baking dish. Pour the coconut lemon sauce evenly over the fish. Make sure each piece is well coated for even flavor.
Transfer the dish to the oven and bake for 18–20 minutes. The fish should be opaque and flake easily with a fork. Avoid overcooking to keep it tender and juicy.
Remove from the oven and let it rest for a couple of minutes. Sprinkle fresh parsley on top for color and freshness. Serve immediately while warm.