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Step 1
Preheat oven to 425°F and line a sheet pan or a baking sheet with parchment paper (if you absolutely do not have parchment paper then you could use aluminum foil- please note that it will stick more-so to aluminum foil). Meanwhile make the sauce.
Step 2
In a sauce pan or pot, place the butter and melt. Add the shallot and fry for 3-5 minutes on medium heat. Once the shallots look nice and golden brown, add the spices, garlic, and continue to stir. Add the capers if you want them, followed by the cream. You are going to continue to stir the sauce until it thickens. Cream will naturally thicken a sauce. It should take around 5 minutes on a medium heat.
Step 3
Take your rockfish fillets and pat dry with paper towels. Place the rockfish fillets onto the baking sheet lined with parchment paper. Season with salt and pepper. If you wish, you can use kosher salt and pepper, it makes no real difference in this dish. Pour the sauce over the fish and make sure the sauce is spread evenly over the fish. You want the entire fish to be infused with the flavors of the sauce. Place the baking sheet pan into the preheated oven. This baked rockfish recipe has a cook time of 23 minutes (you do not need to rotate the baked rockfish half way through the bake). When you remove the rockfish from the oven, the internal temperature should be at a minimum 145°F. I always check the thickest part of the fish fillets to make sure it is in fact cooked all the way through .
Step 4
Remove the baked rockfish from the oven and cover with fresh herbs. You will see when you cut into the fish fillets with your fork that the fish flakes easily. It is absolutely delicious! The color on the top should be a beautiful golden brown, and your rockfish fillets are ready to be served. I like to serve it on a large plate and place it in the middle of a table. It just feels fancier that way.