Preheat the oven to 425 degrees . In a medium bowl, combine the mango, onion, cilantro, 2 teaspoons lemon juice and 1/2 teaspoon each salt and pepper. Season the fish with the chile powder, salt and pepper.
On a work surface, lay 1 sheet of phyllo dough flat. Brush half of the sheet lengthwise with olive oil, then fold in half lengthwise. Brush the top of the folded pastry with olive oil. Place another sheet of phyllo on top, matching the 2 corners; brush the layered half of the sheet lengthwise with olive oil and fold the overhanging half lengthwise over the layered half. Brush the top with olive oil. Repeat the process with 2 more sheets of phyllo. Place 1 piece of fish about 2 inches from the top short corner of the pastry. Scatter one-quarter of the mango salsa over the fish. Fold into a triangular package. Brush the entire pastry with olive oil and transfer to a parchment-lined baking sheet. Repeat with the remaining phyllo, olive oil, fish and mango salsa.
Bake until the pastries are golden-brown, 15 to 18 minutes. Meanwhile, in a medium bowl, combine the sour cream, mayonnaise, remaining 2 teaspoons lemon juice, the chives and 1/4 teaspoon pepper. Serve with the fish pies and avocado wedges.