Preheat the grill to medium-high. Combine all of the spices in a medium bowl. Set aside half of the spice rub in an airtight container for another use; store at room temperature for up to 6 months.
Rub both sides of the fish with the remaining half of the spice rub. Grill on both sides for about 4 to 5 minutes on each side, or until just cooked through. Remove from the grill and immediately pour the Escovitch sauce over the fish and serve.
Combine all ingredients in a small saucepan. Bring to a simmer over medium heat on the grates of the grill or on a burner. Simmer for a couple minutes and then pour over the fish.