Prepare sauce by mixing all ingredients and set aside. Heat a large griddle to 350 degrees. Spread mayonnaise on one side of each slice of bread. Place mayonnaise side down on griddle. Quickly top with a slice of cheese, fish fillet, sauce, a second slice of cheese, and another slice of bread that has been spread with mayonnaise. After approximately 3-4 minutes, turn sandwiches over and cook until golden brown on both sides.