Preheat the oven to 100°C/ 212°F.
In a small bowl, mix cayenne pepper and 1 teaspoon salt (reserve the other ½ teaspoon for mustard sauce). Season the fish with the spice mixture.
Sprinkle oil on the fish steaks to coat them. Marinate the fish steaks for a minimum of 10 minutes.
Place all the listed ingredients except parsley in a small blender jar and blend until smooth.
Brush fish steaks with the lemon mustard sauce. Sprinkle parsley on top.
Place the fish steaks on a sheet pan or baking dish in a single layer.
Bake the fish for 20 minutes. Check for doneness in the middle part of the steak. It should be opaque and flake apart easily.
If it is undercooked, return the tray to the oven and cook for 3 to 5 minutes more.
Let the baked fish stand for 5 minutes. Serve with a fresh green salad.
