Preheat the oven to 220 degrees celsius.
Pat the fish dry. With a large knife, make two slits on each side of the fish.
In a large bowl, add the squash, onion, capsicum, juice from one lemon, and garlic. Toss together to mix. With 1/3 of mixture, insert this into the gut cavity of each fish .
To make the spice mix, combine the cumin, parsley, salt and pepper in a small bowl. Use the spice mix to season the snapper on both sides by patting the spices onto the fish and pushing into the slits made earlier.
Place the stuffed fish into a lightly oiled baking tray. Add the remaining 2/3 of mixture to form a frame around the fish. Sprinkle the vegetables with a pinch of salt and the remaining spice mix.
Drizzle everything generously with olive oil.
Place the baking sheet on the lower rack of your oven. Roast for 20-25 minutes or until the fish flakes off the bone.
Transfer the fish to a serving platter and squeeze juice of one lemon all over it.