Preheat oven to 180°C/350°F. Pat the fish dry with paper towels and season generously with salt and pepper. Set aside.
Add 2 tbsp olive oil to a large skillet along with the garlic, anchovies & chili flakes. Set over medium heat and, sitrring frequently, allow the anchovies to dissolve - about 2-3 minutes.
Before the garlic begins to brown, add the shallots along with a generous pinch of salt. Cook, stirring frequently, until the shallots are softened - about 2-3 minutes.
Add the cumin, smoked paprika, lemon zest and a generous grind of pepper. Cook until fragrant - about 30 seconds. Add the tomatoes and oregano. Cook for about 5 more minutes, just until the tomatoes begin to break down and release their moisture.
Add the fish to a parchment-lined baking tray. Spoon the tomato mixture over the fish and move to the oven. Cook until the internal temperature of the fish registers at 55°C/130°F when an instant-read thermometer is inserted at the thickest point - about 15 minutes.
Notes
Substitute ½ tsp of dried oregano if you don't have fresh.