Using 4 tablespoons of olive oil, rub each fish with olive oil and set aside.
Slice ½ cup of grape tomatoes in half.
On the inside of each fish, spread evenly 1 tablespoon of minced garlic and sprinkle with salt, pepper a pinch of thyme and oregano.
Stuff each fish with a few sliced grape tomatoes, 1 dried chili pepper, 1 teaspoon capers, 2 slices of lemon and 1 bay leaf.
Place fish in a deep baking dish, so they sit tightly and close to each for the marinade to soak into them.
Cut one fresh lemon in half and squeeze it over the fish. Place the lemon halves into the dish between the fish. Top with fresh cilantro, cover with plastic wrap and refrigerate for 2-4 hours.
Preheat oven to 350F and set the oven rack in the middle of the oven.
Cover a baking sheet pan with aluminum foil (or baking paper) and lightly grease it with 2 tablespoons of olive oil.
Transfer each fish to the prepared baking sheet pan, top with a slice of lemon, add the remaining one cup of grape tomatoes and the remaining 6 dried chili peppers to the pan. Divide evenly between the fish.
Drizzle with a little extra olive oil. Pour the marinade over the fish.
Place in the preheated oven for 35-40 minutes, or until fish is cooked through and the flesh is white.