Over a grill or flame, or under a broiler, lightly char the jalapenos all over until the skin can be pulled off. Let cool then peel off the charred skin. Halve, seed and thinly slice.
In a medium skillet, heat the oil. Add the shallot and cook over medium heat until caramelized, about 5 minutes. Add the garlic, paprika and cumin, and cook until fragrant, about 1 minute. Add the tomatoes, clam juice, orange and lime juices, and cook over medium heat, stirring a few times, until chunky, 6-8 minutes. Season with salt and pepper.
Light a grill. Coat the porgies generously with olive oil and season with salt and pepper. Put the porgies on the grill, cover and grill over medium-high heat until the skin is nicely charred. Dont move the porgies too soon; let a nice charred crust develop before trying to lift from the grill. It should lift off easily after about 8 minutes. Turn the porgies and cook about 5 minutes longer. Serve right away with the chutney.