Fold a 48x18-inch piece of heavy foil in half to make a 24x18-inch rectangle. In a large bowl combine the oil, salt, and pepper sauce. Add the potatoes, carrots, sweet pepper, and onion; toss to coat. Place in the center of foil. Bring up 2 opposite edges of foil; seal with a double fold. Fold remaining ends to completely enclose vegetables, leaving space for steam to build.
Grill vegetables on the rack of an uncovered grill directly over medium heat for 35 to 40 minutes or until potatoes and carrots are tender.
Meanwhile, thaw fish, if frozen. Rinse fish; pat dry. Sprinkle both sides of fish with Cajun seasoning and lightly spray with nonstick coating. Place fish in a well-greased wire grill basket. While the vegetables cook, place the fish on the grill rack next to the vegetables and grill until fish flakes easily with a fork, turning the basket once. (Allow 4 to 6 minutes per 1/2-inch thickness of fish.) To serve, sprinkle fish and vegetables with snipped chervil. Makes 4 servings.