Heat olive oil on medium heat in a large pan. Add the onion and cook on medium heat for about 5 minutes until it begins to brown. Add the garlic and cook for 1 minute more. Raise the heat to high and add the capers, tomatoes, thyme, and lemon juice. Simmer for 10 minutes, stirring occasionally and adding water as needed to keep ingredients moist.
Add the wine and water and bring to a simmer. Add fillets on top with skin side down. Cover the pan and reduce. Cook until fillets are done, about 8 minutes depending on thickness. Serve with the sauce. Goes well with boiled new-potatoes