Place the cod fillet on a baking sheet lined with parchment paper.
Season with salt, pepper, and herbs. Top with lemon slices.
On a separate part of the baking sheet, place the bone marrow bones (cut side up) and season with salt. Bake for 12-15 minutes or until the fish is cooked through and flakes easily with a fork, and bone marrow is soft and cooked through.
Scoop out the bone marrow and serve it alongside the baked cod.