Season the fish with salt and pepper and arrange in an oiled baking pan. Mix the tomato sauce and wine, add the oregano and spoon over the fillets.
Cover the pan with foil and bake in a 375°F oven 10 to 15 minutes, until the fillets are cooked through. Cut the lemon in half and squeeze the juice from one half over the fish. Slice the other half and serve with the fillets.