Preheat the oven to 200°C/gas 6. Place the red and yellow peppers and sprinkle with the garlic, chillies, oregano sprigs and olive oil, reserving 1 Tbsp of the olive oil.
Bake for 40 minutes, turning the dish half way through to ensure even cooking. Meanwhile, slash the fish 5–6 times down each side, rub the skin with the remaining olive oil and season with salt and black pepper.
Place the fish. Return the dish to the oven and bake for a further 15 minutes (depending on the size of the fish), again turning the dish half way, until the fish is cooked through. Serve with the roasted vegetables and rocket.