Thaw fish, if frozen. Rinse fish; pat dry. For marinade, in a blender container or food processor bowl combine onion, the 1 tablespoon lemon juice, the oil, and lemon-pepper seasoning. Blend or process until smooth. Place fish in a shallow dish. Pour marinade over fish; turn to coat. Cover; marinate at room temperature for 30 minutes, turning fish occasionally.
Drain fish, discarding marinade. Grill fish on the greased rack of an uncovered grill directly over medium coals for 8 to 12 minutes or just until fish flakes easily with a fork, turning once.
Meanwhile, in a small bowl stir together mayonnaise dressing, sour cream, jalapeno peppers, milk, lemon peel, the 1 teaspoon lemon juice, salt, and pepper. Cover; chill in the refrigerator until needed. To serve, arrange fish on romaine leaves. Spoon mayonnaise mixture over fish; sprinkle with cilantro, if desired. Makes 4 servings.