Pat fillets dry with paper towels. Season outsides with salt, pepper and lemon zest if desired.
Lay down two strips of bacon down horizontally with filet in center and wrap around the whole piece.
Set your oven to boil and heat a cast iron skillet over medium heat on your stovetop.
Add 1 tbsp olive oil to skillet and set down both pieces inside with skin side facing up. Cook for 2-3 minutes until bacon is browned, then flip over and cook another 2-3 minutes.
Then transfer skillet from stovetop into oven on broil setting and cook about 3 minutes or until bacon is cooked to your liking and internal temp of fish is at 145 F.