Whisk together first 7 ingredients in a bowl; whisk in 2 tablespoons sesame oil. Reserve 1/2 cup marinade, and set aside. Place fillets in a zip-top plastic bag; pour remaining marinade over fillets. Seal bag; chill 1 hour.
Remove fish and discard marinade. Grill fish, skin side up, over medium-high heat (350° to 400°) for 3 to 4 minutes. Turn fish, and grill 3 to 4 minutes or until fish flakes easily with a fork. Remove and discard skin. Cover and keep warm. Grill bread slices 3 minutes or until toasted. Set aside.
Stir together remaining 2 tablespoons sesame oil and tahini. Stir sesame oil mixture into reserved 1/2 cup marinade.
Combine Napa cabbage and next 3 ingredients in a bowl. Pour marinade mixture over slaw; toss gently to combine.
Lightly spread one side of each bread slice with mayonnaise. Place fish over 4 pieces of bread; top with slaw and remaining 4 pieces of bread.