In a medium bowl, combine the Greek yogurt, fresh dill, lemon zest, lemon juice, minced garlic, olive oil, salt, and pepper. Mix until well combined. Taste and adjust seasoning if necessary.

Preheat your oven to 400°F (200°C). Line a baking dish with parchment paper or lightly grease it with olive oil.

Pat the cod fillets dry with paper towels. Season both sides with salt and pepper. Place the fillets in the prepared baking dish.

Spoon a generous amount of the creamy dill sauce over each cod fillet, ensuring they are well coated.

Place the baking dish in the preheated oven and bake for 15-20 minutes, or until the cod is opaque and flakes easily with a fork.

Once cooked, remove the cod from the oven. Garnish with additional fresh herbs if desired. Serve warm with your choice of side dishes, such as steamed vegetables or rice.