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Step 1
Preheat the oven to 425 degrees F (220 degrees C). Line a rimmed baking sheet with parchment paper.
Step 2
Place cod fillets on a paper towel. Place another paper towel over top, and press until fillets are thoroughly dried. Season both sides of each fillet with salt and pepper and place on the prepared baking sheet.
Step 3
Mix together bread crumbs, Pecorino Romano cheese, mayonnaise, butter, oregano, thyme, and Worcestershire sauce in a bowl until well combined. Season to taste with salt and pepper. Spread a generous amount of topping over each cod fillet.
Step 4
Bake in the preheated oven for 8 to 10 minutes. Switch to broil and broil until topping is browned and cod flakes easily with a fork, 2 to 3 minutes. Serve immediately.