Preheat oven to 400 degrees. Lightly spray a baking dish large enough to fit the four fillets with no stick cooking spray.
In a small bowl combine the salt, paprika, garlic powder, pepper and thyme leaves for the blackening spice. Mix thoroughly.
Place the fillets in the baking dish. Drizzle with 2 Tbsp. olive oil and sprinkle with the blackening spice. Bake for 20 minutes.
While the fillets are baking make the tomato and caper sauce. In a nonstick skillet heat 2 Tbsp. olive oil over medium-low heat. Add chopped shallots, oregano and capers. Cook 3- 5 minutes or until golden. Add halved tomatoes. Season with salt and pepper. Stir. Add butter and balsamic vinegar. Cook 3-5 minutes until bubbly. When fish is done remove from the oven and spoon the tomato caper mixture evenly over the fish.