Toss tomatoes with 2 tablespoons oil, vinegar, and 1/2 teaspoon salt.
Line a broiler pan or small 4-sided sheet pan with foil or parchment paper and lightly oil foil. Put fish, skin sides down, on pan and season with 1/4 teaspoon each of salt and pepper.
Whisk together mayonnaise, feta, herbs, and lemon juice and spread over top of fish. Put 2 lemon slices (slightly overlapping) on center of each fillet. Drizzle lemon slices with remaining 2 teaspoons oil.
Broil fish 8 inches from heat until just cooked through, 14 to 16 minutes. If topping browns before fish is cooked, cover loosely with foil. Serve fish with tomatoes.