Combine lentils, bell peppers, tomatoes, shallots, ¼ cup cilantro, spices, vinegar and 2 tablespoons oil. Stir to combine; set aside to marinate for 1 hours.
Rub remaining olive oil on red snapper fillets and season with salt and pepper, if desired.
Prepare grill. When grill is hot, place fish on grill for about 4 minutes per side or until done to desired degree.