Place the zucchini, carrot and onion in an 8-in. square dish coated with cooking spray. Cover and microwave on high for 2 minutes.
Brush 1 tablespoon stir-fry sauce over both sides of fillets. Spoon remaining sauce over vegetables; toss to coat. Place fish over vegetables. Cover and microwave on high 2-3 minutes longer or until fish flakes easily with a fork.