Preheat your oven to 400°F (200°C).
Pat the cod fillets very dry with paper towels. Season both sides with salt and freshly ground black pepper.
Heat the olive oil or coconut oil in an oven-safe skillet over medium-high heat.
Place the cod fillets in the hot skillet and sear for 2 to 3 minutes, untouched, until a light golden crust forms.
Gently flip the fish and reduce the heat to medium.
Add the minced garlic and cook for about 1 minute, stirring gently so it does not burn.
Pour in the coconut milk and add the lemon zest. Stir lightly, scraping up the flavorful browned bits from the pan.
Let the sauce come to a gentle simmer, then turn off the heat.
Spoon some sauce over the fish, then transfer the skillet to the oven.
Bake for 10 to 15 minutes, or until the Baked Cod in Coconut Lemon Cream Sauce is cooked through and flakes easily with a fork.
Remove from the oven and squeeze the fresh lemon juice over the fish and sauce.
Finish with chopped parsley and serve warm.