Wife suggested smoked paprika. Will try that too.
Smoked paprika is good, but it will not give you the kind of depth you are looking for.
So smoke your onions... Away from direct heat in a smoker just build a bit of smoke and let the onions go for a while. Just check that they are not weeping or they will pick up a lot of smoke, very fast. That will get the smoke into the fish while baking. If the onion weeps and you smoke it too long it will get bitter!
I treat yogurt, mayo, and sour cream the same in HO and use any combination of the three, or any one of them.
