To make pesto: Cut lemon into six wedges and remove skin and seeds (discard). Place lemon sections, shallot, and garlic into food processor. Purée on high until mostly smooth. Add almonds, paprikas, and vinegar; continue to purée. With motor running, add olive oil in a steady stream until incorporated. Season with salt and set aside. (Makes 1 cup.)
Peel and cut sweet potatoes into large pieces. Place in a medium saucepan and cover with cold water. Bring to a boil. Reduce heat and simmer until tender, about 20 minutes. Drain. In the same saucepan, bring milk, butter, and zest to a simmer. Add sweet potatoes and mix until relatively smooth, using a wooden spoon. Season to taste with lemon juice and salt. Keep warm.
Prepare grill or grill pan on medium-high heat. Lightly brush each fish fillet with olive oil and season with salt and pepper. Grill, skin side down, for 3–4 minutes. Reduce heat to medium, turn, and complete grilling for about 2 minutes, or until cooked through.
To serve, divide sweet potato mash among four plates. Place bass on top and dollop with lemon-almond pesto.