Heat olive oil over medium heat in saute pan. Saute sliced onions in the oil for about 8 minutes or until tender. Add tomatoes, parsley, white wine, tomato paste, garlic, 1/4 tsp salt, and 1/4 tsp pepper. Simmer for 5 minutes. Set mixture aside.
Lightly grease a rack, and line a broiler pan with aluminum foil. Place rack in broiler pan.
Place fish, in a single layer, on the rack. Sprinkle with the remaining salt and pepper. Broil fish about 5 inches from heat for about 8 minutes, or until the fish flakes easily with a fork.
Spoon the onion-tomato mixture evenly onto a platter. Place the broiled fish on top of the onion-tomato mixture.
Sprinkle with crumbled feta, and garnish with lemon slices.