Position a rack 6 inches from the heat source and preheat the broiler. Combine the panko and 1 tablespoon parsley on a plate. Combine the mayonnaise, mustard and cayenne in a small bowl. Season the cod on both sides with salt; brush the top with the mayonnaise mixture, then invert into the panko mixture, pressing to help it adhere.
Drizzle a baking sheet with olive oil and top with the cod, panko-side up. Broil until the fish is just cooked through and the panko is crisp and golden, about 6 minutes.
Meanwhile, heat a large pot or Dutch oven over medium-high heat. Add 3 tablespoons olive oil, then add the red onion and cook, stirring occasionally, until lightly browned, about 3 minutes. Add the escarole, kale, 1/2 teaspoon salt and a few grinds of pepper. Cook, stirring occasionally, until the greens are wilted, about 3 minutes. Stir in the lemon juice and the remaining 1 tablespoon parsley. Serve the cod with the greens and lemon wedges.