If the skin on your lemons is not too bitter (check by tasting a washed one), you may want to leave it on; this will help the slices hold their shape. Otherwise, remove the rind before slicing.
Buy 4 fish fillets of the same size (4 to 5 ounces each) so they cook at the same rate. A 1 1/2-inch thickness is ideal, allowing the fillets to cook evenly. Much thicker and the exterior could toughen before the center has cooked.