Nam prik is a universal sauce in Thailand, where it is made fresh daily. To mix the ingredients, use a mortar and pestle or sharp knife; you will not get the same texture with a blender or food processor.
Line a wok or large frying pan with a double layer of aluminum foil.
Cut one eggplant in half lengthwise and then each half into thirds.
Place wok or frying pan over high heat. Add onion, garlic, Thai chile peppers, jalapeno halves, and eggplant pieces. Cook, tossing and stirring until vegetables are lightly charred, but not burned, and they release their aroma, about 5 minutes. Continue to stir and cook until the vegetables are very aromatic and just soft enough to pound easily in a mortar, about 15 minutes. Remove vegetables from heat and transfer to a bowl to cool.
Remove and discard foil from wok or frying pan and return pan to heat; add shrimp and cook until they are pink and opaque, about 3 to 4 minutes. Remove from heat. Let cool slightly and cut into small pieces using a sharp knife.
Combine cooked vegetables and shrimp in a mortar and pound with pestle until mixture comes together and pieces are the size of grains of rice. Alternatively, this can be done by chopping with a sharp knife on a cutting board. To this mixture, add chopped cilantro, 1 tablespoon fish sauce, 1/2 tablespoon lime juice, 1/2 tablespoon soy sauce, and sugar, and toss well to combine. The nam prik may be made several hours or up to a full day before using; keep it refrigerated in an airtight container. Let it come to room temperature before using.
In a small bowl, mix together remaining tablespoon fish sauce, 2 tablespoons lime juice, and 1 1/2 tablespoons soy sauce. Set mixture aside.
Slice remaining 3 eggplants lengthwise into 1/4-inch-thick strips. Slice frying peppers down the center lengthwise, removing core and seeds.
Spray a grill pan with cooking spray and set over medium heat, or heat a grill to medium hot. Brush eggplant, frying peppers, baby bok choy, and scallions with soy-sauce mixture and arrange as many pieces as will fit, without crowding, on the hot grill. Cook vegetables in two or three batches until they are soft, fragrant, and slightly brown. The grilling time will vary: Grill bok choy about 8 minutes, peppers 8 minutes, eggplant 4 minutes, and scallions 3 minutes. Transfer vegetables from the grill to a large serving platter and cover with foil to keep warm.
Brush grill with a grill brush and, if using a grill pan, spray with cooking spray. Brush fish fillets with remaining soy mixture and arrange on grill. Cook until fish is opaque halfway up its side, about 3 to 4 minutes. Turn and cook until fish has golden grill marks and is cooked through, 3 to 4 more minutes. Transfer fish to the serving platter with grilled vegetables, garnish with cilantro sprigs, and serve immediately with nam prik.