Preheat your oven to 400°F (200°C).
Pat the Chilean sea bass fillets dry with paper towels.
Rub the fillets with olive oil, salt, and pepper.
Squeeze half of the lemon juice over the fillets and sprinkle with zest.
In a bowl, combine diced bell peppers, cherry tomatoes, and red onion.
Spread the vegetable mixture on a baking sheet.
Place the fillets on top of the vegetables.
Drizzle with remaining lemon juice.
Bake in the preheated oven for 15-20 minutes, until the fish is flaky.
Garnish with fresh parsley before serving.