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.
Oh oh oh! This is soooo good!!! The only thing I would do differently next time, because there will definitely be a next time, is to tear out some of the bread from the top of the bun. It wouldn't alter the taste but it would make the fish and cabbage stand out more. This is amazing!!!!