Creating your Mediterranean Baked Fish is as easy as following these straightforward steps:

1. Preheat the Oven: Set your oven to 400°F (200°C) to prepare it for baking.
2. Prepare the Baking Dish: Grease a baking dish with a drizzle of olive oil to prevent sticking.
3. Arrange the Vegetables: On the bottom of the dish, spread out the sliced red bell pepper, cherry tomatoes, and red onion.
4. Season the Fish: Place the fish fillets on top of the vegetables. Drizzle with olive oil and season with salt, pepper, garlic, oregano, and thyme.
5. Add Lemon: Squeeze the juice of one lemon over the fish. Optionally, place lemon slices on top for added flavor and visual appeal.
6. Bake the Fish: Cover the baking dish with foil and place it in the preheated oven. Bake for 20 minutes.
7. Uncover and Bake Further: After 20 minutes, remove the foil and bake for an additional 5-10 minutes or until the fish is flaky and cooked through.
8. Garnish: Once done, remove the dish from the oven and sprinkle freshly chopped parsley on top before serving.

Following these steps will ensure that your Mediterranean Baked Fish turns out tantalizingly delicious.