Preheat the oven to 400°F. Spray a shallow baking dish or rimmed baking sheet with nonstick cooking spray.
In a small bowl blend together the paprika, salt, thyme, garlic powder, onion powder, black pepper and cayenne. Place the fish in the prepared baking dish and rub the tops with the oil. Evenly sprinkle over the spice blend. Roast the cod for about 10 minutes until it is cooked through and flaky – this really depends on the thickness of the pieces, which can vary a lot.
If you have a Cajun spice blend that you like, just use about 1 tablespoon of that instead of blending together the spices listed below. There is a gentle kick from the cayenne, but the amount is quite small, so no one’s mouth should feel assaulted.