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Preheat oven to 375 degrees. Spray a baking dish with cooking oil spray.
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Melt butter in a skillet over medium heat. Turn heat down to medium-low. Add cracker crumbs, dried parsley, paprika, and salt and pepper. Cook, stirring often, until crumbs are lightly toasted, about 3 minutes. Remove from heat and spread out on a plate to cool.
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Season cod with salt and pepper.
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Set up a breading station: Spread flour out on a rimmed plate or in a shallow bowl. Set up a second bowl with egg. Dip the top half of each fillet (the skinless side if your fillets have skin) into the flour, then into the egg, then into the cracker crumbs. Place on the baking dish breading-side up. Gently press any leftover cracker crumbs over the fish. (Discard excess flour and egg.)
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Bake for 15-20 minutes, depending on how thick your fillets are, until fish flakes easily or reaches internal temperature of 145 degrees. Serve with lemon wedges.