Place oven rack in middle of oven. Preheat broiler to high.
Drizzle oil in a roasting pan. Pat fish dry with paper towels; arrange fish in pan. Sprinkle fish evenly with Cajun seasoning. Sprinkle shallots, butter, and garlic around pan. Pour salsa into pan around fish. Broil 10 minutes or until fish flakes easily when tested with a fork, basting frequently. Arrange fish on a platter; sprinkle evenly with pepper. Stir cilantro into pan sauce; drizzle over fish. Serve with lime wedges.