Preheat your oven to 200°C (390°F). Rinse the sea bream under cold water and pat it dry thoroughly with paper towels.
Season the inside and outside of each fish generously with salt and freshly ground black pepper.
Slice the lemon into thin rounds. Place a few lemon slices inside the cavity of each fish and arrange a couple more on top.
Lay the prepared sea bream on a parchment-lined baking tray. Bake for about 25 minutes, or until the flesh is opaque and flakes easily with a fork.