Combine coleslaw mix, onion, vinegar, oil, mustard, sugar, celery seed, salt, and pepper in a large bowl. Stir until evenly combined. Set aside.
Lay cod fillets on a clean work surface. Sprinkle 1/2 of the blackening seasoning and 1/2 of the paprika over the fillets. Flip fillets over and sprinkle with remaining blackening seasoning and paprika. Brush olive oil over both sides of the fillets.
Preheat an outdoor grill for medium-high heat and lightly oil the grate. Grill fish for 3 minutes. Flip and grill for 3 minutes more.
Cut fillets in half and place each half on a hamburger bun. Top with reserved slaw.