Rinse fish thoroughly in cold water; pat dry. Sprinkle fish with salt, pepper, and paprika; set aside.
Place two bacon slices lengthwise on a 30-inch length of aluminum foil; place a fillet on each slice. Pour 1 teaspoon lemon juice over fillets. Fold foil around fillets, sealing tightly to form a packet. Repeat procedure, making 3 additional packets.
Place packets on grill over hot coals; grill 10 minutes. Turn packets over; grill an additional 10 minutes. Remove from heat; serve on individual dinner plates.