Turn on the oven to preheat to 220 degrees. Heat olive oil in a large skillet over medium heat. Put the bell peppers and onions in a preheated pan, cook, stirring occasionally, until soft, about 10 minutes. Add mushrooms and thyme to the pan, pour over the wine, cook over medium-high heat for about 3 minutes.
Meanwhile, sprinkle a large heat-resistant form with vegetable oil. Put fish fillets on the bottom. Sprinkle the fish with lemon juice, sprinkle with 1/4 teaspoon of salt and pepper.
Put hot fried vegetables on top of the fish. Place the dish in the oven and cook the baked fish with mushrooms and vegetables for 15-18 minutes until tender.