Preheat your oven to 400°F (200°C).
Rinse the fish under cold water and pat dry with paper towels. Place them in a large baking dish.
In a small bowl, whisk together the olive oil, lemon juice, minced garlic, oregano, paprika, salt, and pepper.
Pour the olive oil mixture over the fish, making sure to coat both sides.
Stuff the cavity of each fish with lemon slices and a few cherry tomatoes.
Scatter the remaining cherry tomatoes and Kalamata olives around the fish in the baking dish.
Bake in the preheated oven for 25-30 minutes, or until the fish flakes easily with a fork and is cooked through.
Remove from the oven and sprinkle with fresh parsley before serving.