1 Brush top of each fillet with olive oil. 2  Press fillet into the crumb mixture. 3  Place fillets in baking dish, crust-side up. 4  Bake until firm, about 12-15 minutes, depending on the thickness of the fish.5  Serve with lemon wedges. Preheat oven to 400°F Line your pan with aluminum foil and lightly brush with olive oil, or use a bit of cooking spray. 2  Combine parsley, garlic, lemon zest, and coarse salt on the cutting board.