In a small bowl, combine all the ingredients for the sauce. Pour half of it in a small saucepan; keep it warm.
Lay lemon slices on a large foil and place fillet on top, skin side down. Brush generously with the room temperature butter sauce (the one from the small bowl); season with salt, black pepper and hot paprika.
Gather foil together, fold it and crimp it, including the ends. Place it on a perforated grill top and transfer to the BBQ. Grill for 15 to 20 minutes at 500-550ºF, or until fish flakes easily with a fork.
Before serving, spoon the warm butter sauce on top. Served with rice and steamed veggies.