Preheat your grill to medium-high heat. The target temp is about 400 degrees F.
Pat the cod dry and place on a plate. Sprinkle with salt and pepper.
In a small, microwave-safe bowl in the microwave or a small saucepan on the stove, melt the butter. Stir in the lemon juice.
If cooking the fish in foil packets: Place each piece of cod in the center of a large, double-stacked piece of aluminum foil (the pieces should each be about 18 inches square). Brush both sides of the cod liberally with the butter/lemon juice mixture. Bring two opposite edges of the foil up and towards the center so that they meet, then fold them down over each other to make a seam in the center. Fold in the edges to seal so that you create a packet. Leave some space inside of each packet for air to circulate. If not using a foil packet, brush the fish on the plate.
Prepare the sauce: in a small food processor, place the cilantro and garlic. Pulse several times, until the garlic is minced.
Add the lemon juice, olive oil, chili, oregano, and salt and pulse again to combine.
Add the yogurt, then blend until smooth. Taste and adjust seasoning as desired. Refrigerate until you are ready to serve the fish.
When ready to grill: if you are not using the foil packet, immediately before grilling the fish, oil the grill VERY well so that the fish doesn’t stick (if using a packet, no need to oil). Cook the fish on the first side without disturbing it for 6 minutes, then carefully flip (the fish should release easily; if it doesn’t, cook it a little longer).
Cook for an additional 6 to 7 minutes on the second side, or until the cod is opaque, flakes easily with a fork, and reaches an internal temperature of 145 F. DO NOT flip the fish back over. If you are using a foil packet, no need to flip the fish; cook it for 8 to 10 minutes total, until the fish is completely cooked through.
Remove cod from the grill. Serve with the green sauce and an additional sprinkle of fresh herbs.
TO STORE: Leftover cod can be stored in an airtight storage container in the refrigerator for up to 2 days.
TO REHEAT: Reheat the cod very gently in a skillet with oil over medium-low heat.
TO FREEZE: Grilled cod can be frozen in an airtight, freezer-safe storage container for up to 3 months. Once thawed and reheated, the cod texture may change, but it should still have good flavor.