Preheat oven to 450 degrees F. Put a brown paper bag within another, to make a double layered bag.
Place cod filet and broccolini on a plate. Drizzle with olive oil, season with red pepper flakes, salt, and pepper. Transfer to prepared paper bag and top fish with shallot and lemon slices. Add tomatoes to bag, roll top to close, and staple to secure. Place on a small baking sheet and transfer to oven.
Roast 20 minutes. Remove from oven, carefully open, and finish with olive oil and an additional squeeze of lemon.