Set oven rack to the highest level possible. Preferably about 4 inches from the top heating element. Preheat oven to High Broil. Line a sheet pan with aluminum foil for easy clean up.
In a small microwavable bowl, combine the coconut milk, lime juice, curry paste and soy sauce. Heat for 1-2 minutes until hot but not boiling. Taste & adjust with salt, pepper or more curry paste if you like it spicier. Set aside.
Pat cod dry with a paper towel. Drizzle with oil and sprinkle salt and pepper on both sides. Place fish on the prepared baking sheet and broil for about 10 minutes depending on the thickness. When they are opaque & flake easily with a fork, they are done. Serve with Red Curry Sauce, sprinkle with chopped cilantro, lime wedges and Coconut Rice.
My filets were about ¾ inch thick and cooked perfectly at 10 minutes. Every oven is a little different, so I would start checking them around 8 minutes. If yours are very thin, check after 4 minutes.