Step 1

Preheat oven to 450 degrees. Pat fish dry; rub cavity and skin with oil, then season generously with salt and pepper. Stuff cavity with lemon slices and a few sprigs of thyme. Transfer to a rimmed baking sheet, standing fish upright (cavity-side down); anchor in place with 3 lemon wedges along each side. Scatter remaining thyme sprigs around fish.

Step 2

Roast until fish is just cooked through, 17 to 22 minutes, depending on size. Fillet fish and serve with roasted lemon wedges or one of the fish sauces.