Preheat your grill to a medium-high setting.
In a bowl, combine the halved cherry tomatoes with one tablespoon of olive oil, sea salt, black pepper, and onion powder.
Spread the seasoned tomatoes evenly on a baking sheet and place them in the oven at 400°F for approximately 15-20 minutes, until tender and slightly caramelized.
In a separate bowl, blend together the Greek yogurt, light mayonnaise, chopped dill, lemon juice, and whole grain mustard until smooth.
Coat the cod fillets with the remaining tablespoon of olive oil and sprinkle with salt and pepper.
Place the fillets on the preheated grill and cook for about 4-5 minutes per side, or until the fish is opaque and flakes easily with a fork.
Serve the grilled cod topped with the roasted cherry tomatoes and a generous spoonful of the zesty dill sauce.