Cut shallots in half, then slice very thinly. Place in a medium bowl and add minced garlic. Thinly slice peppers and Kaffir leaves and add to bowl with lemongrass, salt and pepper. Mix thoroughly to combine. Place coconut oil in a sauté pan over medium heat; add shallot mixture. Cook 2 min, add lime juice, then remove from heat. Taste and adjust seasonings. Our recipe is medium spicy; add more or less chilies as desired.
Rinse fish with cold water and pat dry. Score each side three times. Drizzle fish with lime juice, gently rubbing it in. Set aside on a plate. Place all other ingredients into a food processor bowl and work into a smooth paste. Rub fish with spice paste, getting it into all the crevices. Heat the grill to medium-low, then grill the fish approx. 8-10 min per side, depending on the size of the fish. If not using a grill fish rack, avoid moving the fish while grilling to prevent it from sticking. Serve fish alongside lime wedges, Shallot Sambal and steamed white rice.