Heat grill over high heat (400º to 450º); scrape grill with grill brush. Place aluminum foil over grill. Close lid, and allow grill to heat to 500º.
Place fish fillets on paper towels, and pat dry. Rub with olive oil; sprinkle with salt and pepper.
Remove foil from grill. Lower heat to medium-high (350º to 400º). Dip a folded paper towel into vegetable oil. Using tongs, lightly brush the paper towel from the back of grill to front of grill (being careful not to burn yourself). Repeat 3 times.
Place fish on grill skin side up. Cover, and cook for 10 minutes. Turn fish over; cover, and cook 5 to 8 minutes more or until fully cooked. Serve Tomato-Jalapeño Relish over fish.