In a small bowl mix the rub ingredients. Lightly brush the fillets with oil and then apply the rub evenly. Cover and set aside in the refrigerator.
In a large bowl combine the slaw ingredients and toss to coat. Set aside until ready to assemble the wraps.
Prepare the grill for direct cooking over high heat (450° to 550°F).
Brush the cooking grates clean. Grill the fillets over direct high heat, with the lid closed as much as possible, until you can lift them with a spatula off the cooking grate without sticking, about 4 minutes. Turn the fillets over and cook them until they are opaque in the center, 2 to 3 minutes. Transfer to a plate. Warm the tortillas over direct high heat for 30 seconds to 1 minute, turning once.
To assemble the wraps, break a fillet into large chunks and arrange on one half of a warm tortilla, then top with some of the slaw. Roll the tortilla to enclose the fillings, fold in the sides, and continue rolling to the end. Cut the wrap in half. Serve warm or at room temperature.