Preheat a grill to medium-high (400°F to 450°F).
Combine egg yolk, lemongrass, lime zest and juice, garlic, and ¼ teaspoon salt in a 1-pint mason jar.
Place an immersion blender inside jar, and process until mixture is well incorporated, about 3 seconds.
Stir together avocado oil and 3 tablespoons olive oil in a small bowl; with immersion blender running, drizzle oil mixture into egg yolk mixture, processing until smooth and combined, 10 to 15 seconds. Set aside.
Brush fish fillets evenly with remaining 2 tablespoons olive oil; sprinkle evenly with pepper and remaining ½ teaspoon salt.
Arrange fillets on oiled grill grates; grill, covered, until fish flakes easily and is just cooked through, 4 to 5 minutes per side.
Transfer fillets to plates or a large serving platter; serve alongside aïoli.
