Preheat the oven to 400 degrees Fahrenheit.
Slice each of the peppers into strips and arrange in an oven proof dish. Finely slice the garlic and add to the dish along with the oregano, lemon zest and 1 tablespoon of olive oil. Toss well to combine and bake for 5 minutes to soften the peppers.
Remove the peppers from the oven. Slice the olives in half and add to the dish with the peppers along with the capers. Mix to combine.
Nestle the cod fillets in between the vegetables and season with salt and pepper. Drizzle with the lemon juice and remaining olive oil and bake for 15-18 minutes until the cod is cooked through.