Whisk together lemon juice, olive oil, 1 chopped onion, cumin, salt and pepper in a large ceramic or glass baking dish and marinate the fish cubes for 4 to 6 hours, covered, in the refrigerator, turning occasionally.
Skewer the fish, putting a piece of quartered onion and a piece of green pepper between the pieces of fish and using 2 to 3 bay leaves per skewer.
Continue in this manner until all the ingredients are skewered.
Prepare a charcoal fire or preheat a gas grill on high for 20 minutes.
Grill the skewered fish for 10 to 12 minutes brushing with the marinade and turning once.
Serve garnished with lemon wedges and parsley.
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