Heat oven to 425° F. Bring the coconut milk, 1 cup water, and ½ teaspoon salt to a boil in a small pot. Add the rice and return to a boil. Reduce heat to low, cover, and cook until the liquid is absorbed and the rice is tender, 14 to 16 minutes. Remove from heat and let sit for 5 minutes. Fluff with a fork.
Meanwhile, toss the broccolini, oil, and ¼ teaspoon each salt and pepper on a large rimmed baking sheet. Roast, tossing once, until crisp-tender, 8 minutes. Season the fish with the red pepper and ¼ teaspoon each salt and pepper. Push the broccolini to the side of the baking sheet and place the fish in the center. Roast until the fish is cooked through and the broccolini is crisp, 6 to 8 minutes.
Serve the rice topped with the broccolini, fish, cilantro, and lime wedges.