Preheat the oven to 200°C (400°F).
In a small bowl, mix olive oil, garlic, paprika, cumin, chili powder, oregano, salt, and black pepper to make a spice paste.
Score the sea bream on both sides and rub the spice paste all over the fish, including inside the cavity. Stuff the cavity with lemon slices.
Arrange the sea bream on a baking tray lined with parchment paper.
If adding vegetables, toss them with olive oil, salt, and pepper, and arrange them around the fish.
Bake for 25-30 minutes until the fish is cooked through and the skin is crispy.
Garnish with fresh parsley and serve with lemon wedges.