Spoon yogurt onto several layers of heavy-duty paper towels; spread to 1/2-inch thickness. Cover with additional paper towels, and let stand 5 minutes. Scrape into a bowl using a rubber spatula. Combine the yogurt, cucumber, and the next 4 ingredients (cucumber through honey); cover and refrigerate.
Preheat oven to 425°.
Place fillet on a jelly-roll pan coated with cooking spray. Brush fillet with oil and soy sauce. Bring water to a boil in a medium saucepan; add onion strips. Cook 10 seconds or until limp. Drain. Arrange onion strips over fillet. Bake at 425° for 20 minutes or until fillet flakes easily when tested with a fork. Serve with yogurt sauce.