Preheat the oven to 400℉. Line the baking sheet or dish with the onion, bell pepper, and lemon slices. Rub them together so the lemon releases some juice.
Combine all ingredients in a small bowl and stir to combine.
Pour the marinade all over the fish and rub until it's well-coated.
Place the fish on the peppers and onions in the oven's middle rack.
Bake at 400F for 15- 30 depending on the thickness of the fish steak till it's flaky. Mine was thick. It baked for 30 minutes; check it often so it doesn't dry out.
Remove from the oven, transfer to a plate and drizzle some of the sauce all over the fish. Remember to serve with the baked peppers and onions.