Shallots can be used just as onions to make a sauce, dressing, or chopped up to add flavor to a dish. The following recipe is a sauce that can be used for any protein but this one calls for fish. Fish with Coconut-Shallot Sauce is a healthy dish that can be prepared very quickly and is so flavorful. Add some rice or salad to the side, and you have a dinner that will fill you up with minimal calories.