Preheat the oven to 400° and pat cod filets with a paper towel until dry. Season all over with salt and pepper.
Combine olive oil, cherry tomatoes, lemon slices, garlic, and thyme in a 9"-x-13" baking dish. Toss to coat and spread into an even layer. Nestle cod pieces into baking dish.
Bake until fish is opaque and flakes easily with a fork, 15 to 20 minutes, depending on thickness of filets.
Serve garnished with parsley, more lemon juice, and pan sauce.