Lightly coat grill or broiler pan with cooking spray; heat grill or broiler. Sprinkle exterior and cavity of each fish with 1/4 teaspoon salt, and season with pepper. Place two lemon rounds and a few oregano sprigs in cavity of each fish.
Spray fish with cooking spray; place on grill or under broiler. Cook until golden and firm, about 4 minutes on each side. Transfer to serving platter; drizzle each fish with 1 teaspoon oil. Garnish with lemon wedges and remaining oregano.
We like the briny flavor that sea salt gives to this easy-to-prepare dish, but coarse salt works equally well.