Combine first 3 ingredients in a shallow dish; place fish in a single layer over dressing mixture, turning to coat fish. Cover and marinate in refrigerator 30 minutes, turning fish once.
Remove fish from marinade, discarding marinade. Arrange fish in a large wire grilling basket coated with cooking spray; place basket on grill rack over medium-hot coals (350° to 400°). Grill, covered, 8 minutes on each side or until fish flakes easily when tested with a fork. If desired, sprinkle with paprika and serve with lemon slices.