Coat bottom of shallow baking dish with cooking spray.
Rinse and pat-dry fresh fish fillets, and place single-layer in dish.
Rub with olive oil, and sprinkle with lime zest and cilantro, lay pieces of chili and onion alongside fillets.
Let rest for 20 minutes.
Preheat oven to 400F.
Drizzle reserved fresh lime juice over fish, sprinkle with a little salt and pepper, and top each piece with a lime slice.
Bake until fish flakes easily with a fork, about 20 minutes.
Remove from oven, keep warm until serving.