Preheat the oven to 200°C/ 400°F. Line a baking sheet with parchment paper.
Dip the cod in the egg white, roll in the chia seeds, and place on the prepared baking sheet. Drizzle with the lemon juice. Add the carrot halves and cabbage to the baking sheet. Season with salt and pepper. Scatter the thyme sprigs on top. Bake for 7 to 10 minutes, until the fish is cooked through.
Transfer the fish and vegetables to a plate, spread with the skyr, and top with the hazelnuts.