Preheat the oven to 200°C, 400°F, Gas Mark 6.
Place the peppers and onion in a roasting tin and toss with olive oil and rosemary. Season and roast for about 30 minutes until softened and slightly blackened. Remove from the oven and keep warm.
Meanwhile, with a sharp knife, make shallow slashes in the sides of the fish. Whisk together the oregano, lemon juice and olive oil with a little salt and pepper. Paint the sides of the fish with the mixture. Preheat a griddle pan to hot, then lay the fish on it. Cook for 10-12 minutes, turning every so often and basting the fish each time you turn.
When the flesh is just opaque and the skin is crisp, remove from the grill and sprinkle with the parsley. Serve with any remaining olive oil sauce and the roasted vegetables.