Preheat oven to 300°. Combine oregano, beans, olives, and ½ cup water in a shallow 3-qt. baking dish; season lightly with salt. Place fish on top and nestle into beans; season fish generously with salt. Scatter shallots and chile over fish and beans. Very thinly slice 1 lemon and wriggle out seeds. Arrange slices, slightly overlapping, over surface of fish. Drizzle everything with oil and roast until fish is opaque throughout and flesh in the center flakes when gently pressed, 25–35 minutes, depending on the type and thickness of the fish. Let rest, occasionally pressing beans down into the liquid so they don’t dry out, 5–10 minutes.
Cut remaining lemon into wedges and serve alongside fish and beans for squeezing over.