To prepare marinade, place first 6 ingredients in a blender; process until smooth. Combine marinade and fish in a large zip-top plastic bag; seal. Marinate in refrigerator 2 to 4 hours, turning bag occasionally.
To prepare caper sauce, place cilantro and next 10 ingredients (cilantro through shallot) in a blender or food processor; process until smooth.
Remove fish from marinade, discard marinade. Place fish on grill rack coated with cooking spray; grill 3 minutes on each side or until fish flakes easily when tested with a fork. Serve with caper sauce.