Combine first 4 ingredients in a small serving bowl; stir in 1/4 teaspoon each of salt and pepper. Cover and chill until ready to serve.
Sprinkle fillets with remaining salt and pepper.
Place fillets, skin side up, on broiler rack coated with cooking spray. Broil 7 minutes; turn fillets, and broil 5 to 7 minutes or until fish flakes easily when tested with a fork.
Remove skin from fillets.
Serve fillets with sauce and lemon wedges, if desired.