Spray cold grate of grill with grilling spray. Preheat grill to medium heat according to manufacturer's directions. Stir together ketchup, marmalade, soy sauce, mustard, honey and curry powder in small bowl; set aside.
Brush fillets with oil. Place flesh side down on grill grate. Cook 5 to 6 minutes or until fillets can be lifted easily off grill without sticking to grate. Turn over with skin side down and cook 2 to 3 minutes more or until fish flakes easily with fork (145°F). Transfer fillets to serving platter.
Spoon 1 tablespoon sauce over each fillet. Serve remaining sauce on the side.