To make the sauce, put the capers with a teaspoonful of their vinegar, the garlic, shallots, lemon peel and parsley in the food processor and pulse until the pieces are the size of split lentils. Add the lemon juice and the olive oil with the motor still running. Lastly, add the crème fraîche. When the sauce is homogeneous, turn it off and transfer it to a bowl. Leave in the refrigerator.
Heat the oven to 200°C. Line a roasting tin with foil, scatter in the chopped shallots, sprinkle with olive oil. Season the inside of the cod with salt and put in the parsley. Lay the cod on top of the shallots. Season again and sprinkle with the remaining olive oil and the white wine.
Place a piece of foil lightly over the fish. Roast the cod for 25–30 minutes (14–16 minutes if using fillets) until the flesh comes away from the backbone when separated with a knife.
Serve hot or cold, with the refreshing caper sauce.