Start by preheating your oven to 400-degree Fahrenheit and make sure you have all the ingredients.
Place your oven-proof iron pan over medium heat. Add some olive oil, and once heated, add sliced onions, garlic, bell pepper, and jalapeno. Also, put in cumin, cayenne pepper, paprika, and salt.
Continue to stir occasionally and cook the vegetables until they are tender and start to turn brown. This process should take you around three minutes.
Remove the pan from the heat and mix in the sherry vinegar.
Using salt and pepper, season the cod fillets and submerge them partially in the sauce. Ensure to leave a bit of space between each fish.
Place your pot in the oven and cook uncovered. Bake for 15 minutes or until the fish’s flesh becomes opaque and starts to flake.
Take it out of the oven, drizzle some olive oil and garnish with parsley.