Massage rub into fillets. Store in cooler or refrigerator. Baste red onions with BBQ Sauce and let sit for 15 to 20 minutes.
Preheat grill. Grill fillets for about 4 minutes per side, or until desired degree of doneness. Remove from grill and let rest for 5 minutes. Grill onion slices for 1 minute on each side over low heat. Divide onion slices over fillets and serve.