Position an oven rack in the upper third of the oven. Heat the broiler.
Mix the mayonnaise and the wasabi paste in a small bowl.
Brush a broiler pan with vegetable oil and place the fish on the pan. Slather the wasabi mayonnaise evenly over the top of the fish. Broil until the fish is firm and the tops are deep golden, 10 to 12 minutes.
Halve, pit and peel the avocado, then cut into 12 thin wedges. Season with salt and squeeze the lime juice over the avocado.
Divide the fish among serving plates and arrange the avocado on top of or beside the fish.