Preheat your oven to 375°F (190°C). Lightly grease a baking dish with olive oil or line it with parchment paper.
Pat the cod fillets dry with a paper towel. Season both sides with salt, black pepper, and paprika.
In a mixing bowl, whisk together the coconut milk, fresh lemon juice, lemon zest, minced garlic, Dijon mustard, ground cumin, turmeric, and red pepper flakes.
Evenly pour the coconut lemon cream sauce over the seasoned cod fillets in your baking dish.
Place the baking dish in your preheated oven and bake for about 18–20 minutes until the cod is opaque and flakes easily.
Remove the cod from the oven and let it rest for a couple of minutes. Sprinkle freshly chopped parsley over the top before serving.