Spray a medium-size baking sheet with nonstick cooking spray.
Place the fish on the pan followed by the tomatoes, zucchini, olives, onion, and lemon halves.
In a small dish, whisk together the oil, oregano, salt, pepper.
Liberally brush the fish and vegetables with the oil mixture.
Sprinkle the capers all over the pan.
Bake for 15 minutes, turn the oven up to broil, move the pan to the top rack, and cook for approximately two minutes longer or until the fish and vegetables are lightly browned.
Notes
Thinly slicing the garlic and quartering the zucchini ensures that they cook through in the same time as the fish.