Preheat oven to 400°. Spray rimmed baking pan with cooking spray. Place branzino on baking pan; stuff each cavity with 1 oregano sprig, and half the garlic and lemon slices. Sprinkle shallot and tomatoes around branzino; drizzle with oil, sprinkle with remaining 3 oregano sprigs and salt and pepper to taste. Roast 20 minutes.