Preheat your oven to 400 degrees Fahrenheit (200 degrees Celsius). Line a large baking sheet with parchment paper for easy removal.
In a small bowl, whisk together the olive oil, minced garlic, lemon juice from one lemon, oregano, thyme, salt, and pepper. This is your herb dressing.
Place the trimmed asparagus and cherry tomatoes on the prepared baking sheet. Drizzle half of the herb dressing over the vegetables and toss to coat evenly. Spread them into a single layer.
Pat the cod fillets dry with paper towels. Place the cod fillets among the vegetables on the sheet pan.
Pour the remaining herb dressing evenly over the cod fillets. Place a thin slice of the remaining lemon on top of each fillet.
Bake for 12 to 15 minutes, or until the cod is opaque and flakes easily with a fork. Cooking time depends on the thickness of your fillets.
Remove from the oven. Garnish with fresh chopped parsley before serving immediately.
Notes
You can substitute broccoli florets or green beans for the asparagus if desired.
For extra moisture, you can loosely tent the fish with foil during the first 10 minutes of baking.
If you prefer a stronger lemon flavor, add the zest of one lemon to the herb dressing.