Cover apple wood chips with water, and soak for 1 hour. Drain well.
Place chiles in a spice or coffee grinder; process until finely ground. Place 1/8 teaspoon ground chile in a small bowl (reserve remaining ground chile for another use). Add oil, salt, and black pepper, stirring to combine. Rub spice mixture over fish; refrigerate 30 minutes.
Place wood chips on hot coals. Coat a large piece of heavy-duty aluminum foil with cooking spray; pierce foil several times with a fork. Place foil on grill rack coated with cooking spray. Place fish on foil; arrange lemon slices over fish. Grill 20 minutes or until fish flakes easily when tested with a fork. Serve immediately.