Coat grill rack with nonstick cooking spray.
Preheat grill to medium-high (350 to 400 F). For salsa, coat bell pepper with nonstick cooking spray and place on grill over direct heat. Grill, turning occasionally, 10 to 15 minutes or until all sides are charred and beginning to soften. Remove from grill and immediately place in a paper or plastic bag; seal bag and let stand.
When cool enough to handle, remove the outer layer of blackened peel. Cut pepper in half, remove stem and seeds. Cut pepper into 1/2 inch pieces; place in a medium bowl. Add onion, pecans, parsley, oil, vinegar and salt to taste; cover and refrigerate.
Brush fillets with butter, and sprinkle with Cajun seasoning to taste. Grill 4 to 5 minutes per side or until fish flakes easily with a fork. Serve with pepper-pecan salsa.