Preheat oven to 400 degrees. Generously grease a shallow 1-quart baking dish. Melt shortening in heavy medium skillet over medium heat. Add onion and pepper; saute until golden. Stir in flour, brown sugar, marjoram, salt, thyme, and pepper until smooth. Very gradually stir in tomatoes. Bring to a boil, stirring constantly until sauce has thickened. Arrange fish in baking dish; top with sauce. Place on rimmed baking sheet and bake 12 to 15 minutes or until fish flakes easily.