Prepare the Cod Fillets: Preheat your oven to 375°F (190°C). Pat the cod fillets dry with paper towels and season them evenly with kosher salt and white pepper on both sides.
Sauté the Aromatics: In a large skillet, heat the 2 tablespoons of extra virgin olive oil over medium heat. Add the sliced shallots and cook for about 3 minutes, until they begin to soften.
Add Tomatoes and Herbs: Stir in the halved cherry tomatoes, fresh thyme, dried oregano, and a few grinds of fresh nutmeg. Cook for 5 minutes, allowing the tomatoes to release their juices and soften slightly.
Incorporate Spinach: Add the baby spinach to the skillet, a handful at a time, stirring until it wilts and reduces in volume. This should take about 2-3 minutes.
Assemble the Dish: Spoon the spinach and tomato mixture evenly over the seasoned cod fillets in the baking dish. Crumble the feta cheese over the top, ensuring the fillets are well-covered with the topping.
Bake the Cod: Drizzle a little more olive oil over the dish and place it in the preheated oven. Bake for 20-25 minutes, or until the cod is opaque and flakes easily with a fork, and the feta cheese is slightly golden.
Serve: Remove the dish from the oven and let it rest for a couple of minutes. Serve the baked cod fillets with lemon wedges on the side for squeezing over the top. A simple side of crusty bread or a fresh green salad pairs perfectly with this dish.