Combine oil, thyme, orange zest, seasonings and garlic together in a small bowl. Rinse the fish, inspect for bones and pat dry with a paper towel. Place in a glass Pyrex baking dish large enough to hold the fish with the skin side down.
Rub the pesto on the top of the fish and allow to sit a room temperature. Place orange slices on top of fish. Preheat the oven to 425 F and bake until the fish flakes easily with a fork or the fish reaches close to 145 degrees inside. (under 145 is ok since the fish will cook a little more once taken out of the oven from residual heat.) Fish should cook for about 15-20 minutes.