Preheat your oven to 350°F (175°C). Line a small baking sheet with parchment paper or foil for easy cleanup.

Pat the Mahi Mahi fillets dry with paper towels. Sprinkle each fillet evenly with blackening seasoning, kosher salt, and cracked black pepper on both sides of the fish.

Heat a cast iron or heavy non-stick skillet over medium-high heat. Add the olive oil. Once hot, place the seasoned fillets in the skillet and sear for about 3 minutes per side, until a golden crust forms.

Carefully move the seared fillets to the prepared baking sheet. Bake in the preheated oven for 15 minutes, or until the fish flakes easily with a fork and reaches an internal temperature of 137°F–145°F.

While the fish bakes, return the skillet to medium-low heat. Add butter, a few slices of lemon, bay leaf, capers and a pinch of salt and pepper. Let it melt and simmer gently for a few minutes to infuse flavor, stirring occasionally. Remove bay leaf before serving.

Plate the baked fillets and spoon the warm lemon butter sauce over the top. Garnish with freshly chopped parsley, if desired. Serve immediately and enjoy!