Preheat the Oven: Preheat your oven to 400°F (200°C).
Prepare the Baking Dish: Arrange the lemon slices in a single layer at the bottom of a large ceramic baking dish. This creates a flavorful, non-stick bed for the fish.
Season the Fish: Pat the fish fillets completely dry with paper towels. In a small bowl, mix together 1 tablespoon of olive oil, the minced garlic, dried oregano, smoked paprika, salt, and black pepper to form a thick paste. Rub this seasoning evenly over all sides of the fish fillets.
Assemble the Dish: Place the seasoned fish fillets directly on top of the lemon slices in the baking dish. Scatter the cherry tomatoes, green olives, and fresh rosemary sprigs all around the fish.
Drizzle and Bake: Drizzle the remaining 2 tablespoons of extra virgin olive oil over the fish and vegetables. Bake uncovered for 18 to 20 minutes, or until the fish flakes easily with a fork and the tomatoes are blistered and bursting.
Garnish and Serve: Remove from the oven, discard the rosemary sprigs, and garnish with fresh parsley. Serve hot, spooning the flavorful pan juices over the fish.