How to Make It
Light a grill. In a small bowl, stir together the chopped shallot and lemon juice. Let stand for 5 minutes. Stir in the cornichons, parsley, capers, paprika and the 3 tablespoons of olive oil.
Brush the grate with oil. Season the halibut with salt and pepper and grill over moderately high heat, turning, until opaque, 6 minutes. Transfer to plates, spoon the dressing on top and serve.