Puree sauce ingredients in a blender until almost smooth (can be prepared 1 day ahead - cover and refrigerate). Preheat oven to 400F. Lightly oil a baking dish. Place fillets, skin side down in dish, pouring half of sauce over fish. Bake until fish is just cooked through, about 20 minutes, basting frequently with remaining sauce and adding 1/3 c water to dish if sauce begins to burn. Arrange fish on platter pouring sauce over.