Roasted Cod with Carrots and Brussels Sprouts

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1 1/2 pounds Brussels sprouts, trimmed and halved

4 carrots, halved lengthwise and cut into 1-inch pieces

2 red onions, cut into 1/2-inch wedges

3 slices bacon, chopped

2 teaspoons fresh thyme, plus 4 sprigs

3 tablespoons extra-virgin olive oil

Kosher salt and freshly ground pepper

4 6-ounce skinless Pacific cod fillets

2 tablespoons chopped fresh parsley

Lemon wedges, for serving