01 - Set the air fryer to 350°F (180°C) and allow it to fully preheat while you prepare the ingredients.
02 - In a mixing bowl, combine the sliced red bell pepper, zucchini, red onion, cherry tomatoes, Kalamata olives, sliced garlic, chopped parsley, and dried oregano. Drizzle with half the olive oil and the lemon juice, then season with half the salt and pepper. Toss gently until everything is evenly coated.
03 - Cut 4 large sheets of parchment paper, approximately 12x16 inches each, and lay them flat on your work surface.
04 - Place one cod fillet in the center of each parchment sheet. Season the fillets with the remaining salt and pepper. Divide the vegetable mixture evenly among the four fillets, piling it on top. Arrange 2–3 lemon slices over each portion and drizzle with the remaining olive oil.
05 - Fold the parchment paper over each fillet and crimp the edges firmly to create tightly sealed packets (en papillote), ensuring no steam can escape during cooking.
06 - Place the sealed parchment packets in the air fryer basket, working in batches if needed. Cook for 13–15 minutes until the cod turns opaque and flakes easily when tested with a fork.
07 - Carefully open the parchment packets, watching for hot steam. Serve immediately, either presented directly in the parchment or transferred to individual plates. Garnish with extra fresh parsley or capers if desired.