Place butter and onion on a double thickness of heavy-duty foil (about 34 in. x 18 in.). Cut fish into serving-size pieces, removing and discarding the bones. Place over the onion.
In a bowl, combine the mayonnaise, sour cream and seasonings. Set aside 1/2 cup for serving. Spoon the remaining sauce over fish. Sprinkle with bread crumbs and Parmesan cheese. Fold foil around fish and seal tightly. Grill, covered, over indirect medium heat for 15-20 minutes or until fish flakes easily with a fork.