Baking Codfish. 1  1. Preheat your oven to 400 degrees Fahrenheit. 2  2. Clean the fish under cold water. 3  3. Tear off a piece of aluminum foil twice as long and twice as wide as each piece of cod.  4. Lay one piece of cod fish diagonally onto each piece of 1  foil. 5. Add any spices that you wish to 2  add. 6. Add thin pats of butter on top of the  fish.