Prepare the grill. Measure all the ingredients and have them ready by the stove. In a large saucepan, heat the oil over medium heat. Add the garlic and ginger, and cook for 1 minute. Reduce the heat to low, and add the curry powder, curry paste, paprika, and cumin. Stir and cook for 2 minutes.
Raise the heat back to medium, and add the soy sauce, tomato puree, brown sugar, and coconut milk, whisking well after each addition. When small bubbles form around the edge of the saucepan, simmer very gently for 10 minutes, whisking frequently. Do not allow it to boil.
Brush the mahimahi with olive oil, sprinkle with salt and pepper, and grill until cooked through. Serve immediately with the sauce.