Prepare the grill for indirect cooking over medium heat (180° to 230°C).
In a medium bowl combine the marinade ingredients. Add the halibut and turn to coat each fillet thoroughly. Let marinate at room temperature for 15 to 30 minutes.
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Place one or two lemon slices on each fillet. Using two slices of bacon, wrap a fillet by starting with one end of a bacon slice on the underside of the fillet. Wrap it around in a slight spiral, bringing it back to the bottom so the edges of the bacon slice overlap only minimally. Wrap the second slice the same way to cover the rest of the fillet as much as possible. Secure the bacon with toothpicks. Repeat with the remaining fillets.
Brush the cooking grates clean. Grill the halibut, underside down first, over direct heat, with the lid closed, until the bacon is browned and the halibut is opaque in the center, about 10 minutes, turning once or twice. When flare-ups occur, move the halibut temporarily over indirect heat. Remove from the grill and serve warm.
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