Startup your grill on smoke with the lid open for 5 minutes, and then set the temperature to 400 degrees. Use the time it takes to preheat, (10-15 minutes) to prep the dish.
Start your prep by making sure your filets are completely dry. Use paper towels to soak up any excess water.
Add half of your salt and all of your pepper directly to the fish filets and lay them flat in a 9x9 ovenproof baking dish that has been coated with non-stick cooking spray.
In a small microwave-safe bowl, add the other 1/2 teaspoon salt, cream, butter, lemon juice, garlic, scallions, and leeks. Place the bowl in the microwave and cook on high for 1 minute, or just long enough to melt the butter. Remove the bowl from the microwave and lightly stir until everything is mixed well.
Pour all of the sauce over the top of the fish.
Slice your lemon and place 4-5 slices on top of the fish.
Place your baking dish on the preheated grill and let cook for 20 minutes.
Remove your fish from the grill and sprinkle the parsley onto the top of the fish. You can plate immediately. Use a large spoon to ladle some of the sauce directly onto your fish.