Heat a pan with a little bit of oil. Stir fry the onion until translucent over medium high heat, lightly sprinkling with salt and pepper. Transfer to a plate. Stir fry the peppers.
Lightly oil a baking dish. Spread 1/4 of the vegetables at the bottom, and then place 1/2 of the fish on top in a single layer. Drizzle 1/2 of the sauce over everything.
Place the remainder of the fish on top in a single layer. Drizzle the remaining sauce over the fish. Loosely cover with aluminium foil. Bake at 400 °F for 20 minutes.
Remove from the oven and nicely arrange the remaining vegetables, placing each vegetable separately. Place the aluminium foil over, and bake for 10 more minutes.