Preheat a barbecue until the coals are white hot. (Alternatively, cook in an oven preheated to 180C/350F/Gas 4.)
Fold a large piece of aluminium foil in half. Place a smaller piece of baking paper on top of the foil. Place a piece of monkfish onto the paper with a garlic clove, three slices of chilli, a sprig of lemon thyme, a quarter of the grated ginger, a piece of lemongrass, three tablespoons of coconut milk and a pinch of salt. Repeat this for each piece of fish.
Seal the parcels into a pasty-like shape, making sure the edges are sealed so that the juices can't escape during cooking. Place onto the barbecue (or in the oven) for 20 minutes.
Remove from the barbecue and leave to stand for five minutes. To serve, place each foil package onto a plate. Open up the foil and season with a squeeze of lime juice.