Clean the fillets and leave the skin on. Place on top of aluminum foil with skin side down. Sprinkle the fillets with fresh squeezed lemon juice. Then take your mayonnaise and put a nice thin covering over the fillets (this will keep it moist). Now place your chopped vegetables on top of the fillets and season with salt and pepper.
close up the foil to make an envelope. Place on grill at medium heat between 25-30 minutes depending on the thickness. Very important that you do not turn over the fillets. Cook with the skin side down.