Heat the oven to 200 C / 400 F with a rack in the middle. Pat the cod fillets dry with paper towels and season both sides with 1/4 tsp salt and 1/4 tsp pepper. Set them aside while you make the stew.
Heat 1 tbsp olive oil in a 30 cm / 12-inch oven-safe skillet over medium heat. Cook the chorizo for 3 to 4 minutes until the edges crisp and the oil turns orange. Add the onion and cook for 5 minutes until soft, then stir in the garlic and smoked paprika for 1 minute until fragrant.
Add the tomatoes with their juices, chickpeas, broth, 1/4 tsp salt and 1/4 tsp pepper. Simmer for 8 to 10 minutes until a spoon drawn across the skillet leaves a clear trail. Stir in the spinach and the juice of half the lemon for 1 to 2 minutes until the spinach wilts.
Turn off the heat. Nestle the cod fillets into the stew, pressing them down about halfway, and tuck any thin tail ends under. Brush the tops with the remaining 1 tbsp olive oil.
Bake uncovered for 12 to 14 minutes, until the cod is opaque, flakes easily and reads 145 F / 63 C at the thickest part. Scatter the parsley on top and serve straight from the skillet with the lemon wedges.