Heat the oven to 350 degrees. Fill a large pan (wide enough to hold the corn) with 1 inch of water. Bring to a boil. Lay or stack the corn in the pan. Place a lid on top, and let steam for 3 minutes. Drain and cool off the corn by running it under cold water.
Cut the corn from the cobs, scraping the cobs to extract as many corn juices as possible. Put the scraped corn into a pan, add 2 tablespoons olive oil, and season with salt and cayenne. Gently rewarm over medium low heat while you cook the fish.
Arrange the fish in a baking dish -- no need for crowding! Drizzle the remaining 3 tablespoons olive oil on top. Season with salt and place in the oven. Roast until the fish is just cooked through (about 10 minutes per inch of thickness). Baste the fish about halfway through with the olive oil that pools in the baking dish. Remove from the oven and squeeze the lemon all over the fish.
Spoon some corn on each plate, and top with a piece of fish.