1. Make the creamy dijon sauce first. To a small saucepan over medium heat, combine shallots, cider vinegar, black pepper, the bay leaf, and dry white wine.
2. Simmer until mixture is reduced by half.
3. Then add heavy cream and simmer until reduce by half.
4. Strain through a mesh sieve and return to heat.
5. Whisk in butter and dijon mustard.
6. Preheat grill to medium high.
7. Brush fish with olive oil and season with salt and pepper and place on the grill.
8. Cook for about 2 minutes and then flip, cooking for 2-4 minutes longer.
9. Serve the red snapper with a generous helping of the creamy dijon sauce.