In a shallow dish, combine the teriyaki sauce, sherry and garlic; add mahi mahi. Turn to coat; cover and refrigerate for 30 minutes.
Meanwhile, in a large bowl, combine the salsa ingredients. Cover and refrigerate until serving.
Drain fillets, discarding marinade. Place mahi mahi on an oiled grill rack. Grill, covered, over medium heat or broil 4 in. from the heat for 4-5 minutes on each side until fish flakes easily with a fork. Serve with salsa.