Preheat the oven to 400 degrees . On a rimmed baking sheet, toss the tomatoes with 1 tablespoon EVOO and salt and pepper. Roast until charred, about 15 minutes.
Preheat a grill or grill pan to medium-high. Rub the halibut with 1 tablespoon EVOO, the scallions, lime peel, salt and pepper. Grill, turning once, until cooked through, about 8 minutes. (Or roast in the oven for 10 minutes.)
Meanwhile, in a medium saucepan, heat the remaining 1 tablespoon EVOO, 1 turn of the pan, over medium heat. Add the bacon and cook for 3 minutes. Drain off all but about 2 tablespoons of the fat. Add the onion and garlic and cook for 3 minutes. Stir in the vinegar, brown sugar, hot sauce and Worcestershire sauce. Add the tomatoes and mash together.
In another medium saucepan, bring the chicken broth and milk to a boil over medium-high heat. Whisk in the polenta and cook, whisking, until thickened, 2 to 3 minutes. Stir in the honey mustard and butter; season with salt and pepper.
Top the fish with the tomato sauce and serve with the polenta.