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HEAT oven to 375ºF.
BLEND first 4 ingredients and 1 tsp. curry powder in blender until smooth. Place fish, skin-sides down, on baking sheet sprayed with cooking spray. Mix lime juice and remaining curry powder; brush onto fish.
BAKE 8 to 10 min. or until fish flakes easily with fork. Meanwhile, heat oil in large skillet on medium heat. Add bell peppers, tomatoes and onions; cook 5 min., stirring frequently. Stir in coconut mixture; cook 5 min. or until heated through, stirring frequently. Stir in cilantro.
SERVE fish with sauce.