Preheat your oven to 400°F (200°C) and line a large rimmed baking sheet with parchment paper.
Toss the trimmed asparagus with 1 tablespoon of olive oil and arrange them in an even layer on one side of the baking sheet.
Pat the cod fillets completely dry with a paper towel to ensure they bake rather than steam, and place them on the other side of the baking sheet.
Drizzle the remaining 1 tablespoon of olive oil over the cod fillets, then sprinkle evenly with the lemon pepper seasoning.
Squeeze the juice of half a lemon over the fish and asparagus. Arrange the remaining lemon slices over the cod fillets and scatter the capers on top.
Bake for 10 to 12 minutes, or until the cod reaches an internal temperature of 145°F and the flesh turns opaque and flakes easily with a fork.
Remove from the oven, garnish with fresh chopped parsley, and serve immediately.