Preheat oven to 400°F (200°C) for the tomatoes.
In a small baking dish, toss cherry tomatoes with 1 tablespoon olive oil, balsamic vinegar, and a pinch of salt and pepper.
Roast tomatoes for 12 to 15 minutes until the skins burst and juices caramelize.
Preheat the grill to medium-high heat and lightly oil the grates to prevent sticking.
Brush cod fillets with the remaining 1 tablespoon of olive oil and season evenly with salt and pepper.
Place cod on the grill and cook for 4 to 5 minutes per side, or until the internal temperature reaches 145°F (63°C).
While the fish grills, whisk together Greek yogurt, mayonnaise, chopped dill, lemon juice, and minced garlic in a small bowl until smooth.
Transfer the grilled cod to plates, top with roasted tomatoes, and drizzle with the creamy dill sauce.