Preheat oven to 400 degrees. Spray a baking dish with cooking spray.
Bring a pot of salted water to a boil. Add the potatoes and cook until just tender, about 10 minutes. Drain well, toss with the oil and season with salt and pepper. Place potatoes in prepared baking dish and put into the oven for 10 minutes. Remove from the oven.
Scatter olives and 1 sliced bell pepper over the potatoes. Rub fish with the oil and season inside and out with salt and freshly ground black pepper. Place fish over the potatoes and bell pepper.
In a large bowl, combine sliced shallot, garlic, remaining bell pepper, dill, and thyme leaves. Stuff the fish with this mixture and with slices of lemon. Add wine to the dish.
Roast for 20 minutes, or until the fish is cooked through (it should be opaque throughout and flake easily with a fork). Serve with the roasted vegetables.