1. In a 4- to 5-quart pan over high heat, bring lentils and 1 quart water to a boil. Reduce heat and simmer until lentils are tender to bite, 25 to 30 minutes. Drain and return to pan. Stir in caramelized onions, peppers, vinegar, parsley, cumin, 1/2 teaspoon salt, and cayenne.
2. Meanwhile, rinse fish and pat dry. Sprinkle lightly all over with salt and pepper. Arrange pieces slightly apart in a foil-lined 12- by 15-inch baking pan. Bake in a 400° regular or convection oven until opaque but still moist-looking in the center of the thickest part (cut to test), about 6 minutes.
3. Mound lentil salad equally on four dinner plates. Using a wide spatula, top each mound with a piece of fish. Serve with lemon wedges to squeeze over fish.