Preheat a gas or charcoal grill to medium-high heat.
Lay each of the fish filets on a piece of foil large enough to wrap them in (or wrap 2 filets) and brush with the olive oil. Drizzle the lime juice over the fillets and season with the salt and pepper.
Lay the foil packets on the hot grill and grill until cooked through, about 10 minutes, turning the packet about halfway through.
While the fish is cooking, heat a skillet over medium heat and add the sesame oil, garlic, and mushrooms. Cook until the mushrooms are soft, about 5 minutes. Add the tamari and continue cooking until liquid is evaporated.
To serve, top the grilled fish with the mushrooms, and garnish with the cilantro and fennel seeds.