1. Preheat grill to medium-high heat.
2. To prepare fish, rinse fish with cold water; pat dry. Combine 1 teaspoon juice, turmeric, and 1/2 teaspoon salt; rub evenly over fish. Combine remaining 1/4 teaspoon salt, bell pepper, garlic, Thai chiles, and 1 shallot in a food processor; process until finely ground. Heat a small skillet over medium heat. Add 1 tablespoon oil to pan; swirl to coat. Add garlic mixture; cook 5 minutes or until mixture begins to brown, stirring frequently. Remove from heat; cool 15 minutes. Spoon 1 tablespoon garlic mixture into the cavity of each fish. Arrange fish on a grill rack coated with cooking spray; grill 2 minutes on each side or until desired degree of doneness.
3. To prepare sauce, combine 1/3 cup shallots and remaining ingredients in a small bowl. Serve with fish.