In a large skillet, saute the onion in oil until tender. Add the red pepper, mushrooms, garlic, allspice, salt and pepper; cook and stir over medium heat for 5 minutes. Remove from the heat. Stir in the olives, 1 tablespoon lemon juice and 2 teaspoons parsley. Spoon onto the center of a large piece of heavy-duty foil (about 18 in. x 12 in.).
Place cod over vegetables; sprinkle with remaining lemon juice and parsley. Fold foil over and fold in the edges twice, forming a pouch. Place on a baking sheet. Bake at 350° for 15-20 minutes or until fish flakes easily with a fork. Open foil carefully to allow steam to escape.