For the coconut rice: Heat the oil in a medium saucepot over medium heat. Add the shallots and salt and cook until translucent, about 2 minutes. Add the coconut milk and rice and bring to a boil. Reduce the heat to medium low and cover with a lid. Cook for about 15 minutes. Remove lid and fluff the rice.
For the pineapple glaze: Heat a medium saucepan over medium heat and add oil to coat. Add the garlic and ginger and cook until soft and fragrant, about 2 minutes. Be sure to stir often because the sugars will burn quickly! Then add the sambal and salt. Add the scallions and cook until soft, about 2 more minutes. Then, add the pineapple juice, soy sauce, brown sugar, Dijon mustard and lime juice and zest. Bring to a boil then reduce to a simmer. Cook until reduced by one-quarter and thick and glossy, about 10 minutes.
For the mahi-mahi and peppers: Heat a grill pan to medium high. Coat the grill pan in olive oil. Add the peppers and onions and cook until browned, slightly charred and beginning to soften. Move the peppers to the side of the grill pan. Add a bit more olive oil. Salt the mahi-mahi on both sides. Sear the fish on each side until golden brown, about 3 minutes per side.
Coat the mahi-mahi with the pineapple glaze using a pastry brush. Flip the fish and coat generously on the reverse side. Cook for an additional 2 minutes. Remove from the pan and serve with the coconut rice and grilled peppers. Aloha!