Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper for easy cleanup.
Pat the rockfish fillets dry with paper towels. This helps to ensure a nicely seared and flaky texture.
Place the rockfish fillets on the prepared baking sheet. Drizzle evenly with olive oil.
In a small bowl, whisk together the lemon juice, minced garlic, chopped parsley, chopped dill, salt, pepper, and optional red pepper flakes.
Spoon or brush the lemon herb mixture evenly over the top of each rockfish fillet.
Arrange the thin lemon slices on top of each fillet.
Bake for 12-15 minutes, or until the fish is opaque and flakes easily with a fork. Cooking time will vary depending on the thickness of the fillets.
Carefully remove from the oven and serve immediately.