Preheat the oven to 400°F (200°C). Lightly grease a 9x13-inch baking dish with a small amount of olive oil.
Pat the fish fillets completely dry using paper towels. Season both sides evenly with sea salt and black pepper, then arrange them in the center of the baking dish.
In a small bowl, whisk together the extra virgin olive oil, lemon zest, lemon juice, minced garlic, and dried oregano.
Scatter the halved cherry tomatoes, sliced red onion, Kalamata olives, and drained capers around the fish fillets.
Drizzle the lemon-herb olive oil mixture evenly over the fish and the surrounding vegetables.
Bake uncovered in the preheated oven for 12 to 15 minutes, or until the fish is opaque and flakes easily with a fork.
Remove from the oven, garnish with fresh chopped dill or parsley, and serve warm with the pan juices spooned over the top.