Place a sheet of baking parchment on a chopping board and layer on 3-4 of the bacon slices, overlapping each piece by a few millimeters.
Cover the bacon with another sheet of baking parchment and roll out the bacon across the bacon (not along) to form a thinner a wider sheet of bacon.
Remove the top sheet of baking parchment, then sprinkle the bacon with half of the lemon zest, black pepper and thyme.
Place the cod towards one side of the bacon sheet and then neatly wrap the bacon, trimming off any excess.Repeat steps 4-7 for the second piece of fish. reusing the old baking parchment.
Heat a nonstick pan over a medium-high heat and when hot place the cod presentation side down in the pan and cook for 1-2 minutes or until it is golden and crispy.
Flip the cod and add the butter, baste the top of the fish with the foaming butter for a minute or so.
Transfer to a hot oven for 6-8 minutes at 200°C or 400°F.