Preheat an outdoor grill for medium-high heat, and lightly oil the grate.
Place 2 fillets onto the center of a sheet of heavy duty aluminum foil. Drizzle with butter and lemon juice, season with salt and pepper, and place some of the onion rings over top. Bring the sides of the aluminum foil over the fish and fold several times. Roll up the ends, making the pouch airtight. Repeat with remaining ingredients.
Place the pouches onto the grill, and cook until the fish is no longer opaque in the center, and flakes easily with a fork, 15 to 20 minutes.