In a large bowl, mix together the onion, salt, pepper, bay leaf, lemon slices, and vegetable oil. Stir in the chunks of fish, tossing to coat them well. Cover and marinate in the refrigerator for 4 to 6 hours, or overnight.
Prepare a charcoal fire. Thread the fish onto skewers. When the coals are ready, grill the fish until just flaky. Serve immediately, garnished with minced scallion a