Remove the mahi mahi from the refrigerator 15 minutes before cooking to bring it to room temperature.
Preheat your grill to medium-high heat (375 degrees F), or heat a grill pan over medium-high heat.
Pat the mahi mahi dry with a paper towel and brush both sides with olive oil.
Combine the paprika, garlic powder, salt, dried thyme, and black pepper in a small bowl. Sprinkle the spice mixture over both sides of the mahi mahi.
Brush the grill grates with some neutral oil (like avocado or canola) on a piece of paper towel with some tongs so the fish doesn’t stick.
Place the fish fillets and halved lemon (cut side down) on the grill and close the grill cover. Allow to cook for 5 minutes.
Flip the fillets over and allow to cook for an additional 3 to 5 minutes or until the fish flakes apart with a fork or reaches an internal temperature of 145 degrees F on an instant-read thermometer.
Serve immediately with juice from the grilled lemon and chopped parsley.