Preheat the oven to 375° Fahrenheit / 190° Celsius. Season the cod lightly with kosher salt and freshly ground black pepper. You just want a nice baseline here since the sauce has plenty of bold, briny flavor.
In a 12-inch oven-safe skillet over medium heat, add the unsalted butter and let it cook until it smells nutty and turns light golden, 2 to 3 minutes. Keep an eye on it, because once it starts to toast, it moves quickly.
Add the shallot and cook until softened and sweet, 3 to 4 minutes, stirring occasionally.
Add the garlic, anchovies, and Calabrian chili paste, and cook for 30 to 60 seconds, stirring the whole time. The anchovies should start to melt right into the butter.
Pour in the white wine and let it simmer for about 2 minutes so it reduces slightly and the sharpness cooks off.
Add the cherry tomatoes and cook for 6 to 8 minutes, stirring occasionally, until they soften and start to collapse into a jammy, saucy situation.
Stir in the green olives, capers, and lemon juice. Season the sauce with 2 teaspoons kosher salt and 1 teaspoon black pepper, then turn off the heat.
Stir in the lemon zest, dill, and basil so everything stays bright and fresh.
Nestle the cod into the sauce so it comes about halfway up the sides of the fillets, and try to keep the tops mostly uncovered. Spoon sauce around the fish rather than over the top, so the fish still gets that just-roasted feel.
Transfer the skillet to the oven and bake for 20 minutes, or until the cod is opaque and flakes easily with a fork. Optional broil: If you want a slightly browned top, switch the oven to broil and move the skillet to an upper rack. Broil for 1 to 2 minutes, watching closely, until the tops are just lightly golden.
Spoon plenty of sauce over the fish and serve it warm with crusty bread, rice, or grains to catch every drop. Store leftovers in an airtight container in the refrigerator for up to 2 days.