In a small bowl, mix parsley, oil, garlic, lemon zest and juice, and salt and pepper, to taste; set aside.
Preheat oven to 450 degrees. Place asparagus into a spray-coated 9 x 13-inch ovenproof dish. Spoon 2/3 of parsley mixture onto asparagus.
Rinse any ice glaze from frozen cod fillets under cold water; pat dry with paper towel. Place fillets on top of asparagus. Sprinkle cod with remaining parsley mixture. Roast, uncovered 20 to 25 minutes for frozen fillets or 15-20 minutes for fresh/thawed fish. Cook just until fish is opaque throughout.