Preheat the oven to 400°F (200°C).
In a medium saucepan, combine coconut milk, lemon zest, lemon juice, minced garlic, ginger, soy sauce, and honey. Stir well.
Place the mixture over medium heat and simmer for about 5-7 minutes, allowing it to thicken slightly.
Season the cod fillets with salt and pepper on both sides.
Transfer the cod fillets to a baking dish and pour the coconut lemon sauce over them.
Bake for 15-20 minutes or until the cod flakes easily with a fork.
Garnish with fresh cilantro or parsley before serving.