Rinse fish and pat dry with paper towels.
Slash two or three times on each side with a sharp knife and tuck a lime slice inside each fish. Set aside.
Heat 2 tablespoons of the oil in a small saucepan.
Add onions and cook stirring, 2 to 3 minutes, until softened.
Add gingerroot, garlic and mustard seeds; cook 1 minute more. Stir in cayenne, tamarind paste, tomato paste and water. Bring to a boil, reduce heat and simmer, uncovered, about 5 minutes, until thickened slightly.
Meanwhile, heat grill. Place fish on grill rack, brush with remaining oil and cook about 5 minutes on each side, until fish just begins to flake basting occasionally with oil.
Garnish with lime slices.
Serve hot with the sauce.