Preheat the oven to 400 F. Spray a shallow baking dish or rimmed baking sheet with nonstick cooking spray.
Place the fish in the prepared baking dish and rub the tops with the oil. Season with salt and pepper. Roast the cod for about 10 minutes until it is cooked through and flaky — if the pieces of cod are thinner or thicker than 1 inch, you may need to reduce or extend the cooking time by a couple of minutes.
While the fish is roasting, place the yogurt, lemon juice and zest in a sealable plastic bag. Seal the bag and mush it all around until blended. When you are ready to serve the fish, snip a tiny corner off of the baggie, and drizzle it over the fish. Serve hot.
Notes
The rule of thumb for cooking fish is 10 minutes per inch of thickness. If you are baking larger pieces of fish, even if they are not thicker, you’ll need to add more time. For this baked cod, if your filets are 1 inch thick, they should take 10 minutes to bake at 400 degrees.