Preheat oven to 400°F (200°C). Season cod with salt and pepper. Heat olive oil in an ovenproof skillet over medium-high heat, then sear cod 2 minutes per side until golden.
Sauce & Bake
Remove cod to a plate. Add shallot and garlic to the skillet and sauté 1–2 minutes until fragrant. Pour in wine and cook 2 minutes, scraping up browned bits.
Stir in coconut milk, lemon zest, and lemon juice. Nestle cod back in the sauce and spoon sauce over fillets.
Bake 12–15 minutes until the fish flakes easily with a fork. Sprinkle with parsley before serving.
Notes
After baking, let the dish rest for 5 minutes to allow flavors to meld.For a thinner sauce, whisk in a splash of coconut milk off heat before serving.