Place a round wire cake rack inside a deep, lidded skillet large enough to accommodate a 9-inch glass pie plate. Pour water into the skillet so it's as deep as possible without touching the pie plate.
Bruise the lemongrass stalks with the side of a knife, then slice into sections diagonally to expose the fragrant insides. If you can't find lemongrass, you can use the zest of half a lemon or just leave it out altogether. Slice one of the scallions into 2-inch segments, also bruising it with the side of a knife. Scatter the lemongrass, scallion, ginger and garlic in the pie plate.
Arrange the fish fillets on the bed of aromatics and nestle the star anise among the fillets. The fillets may be a little crowded, but that's okay. Drizzle the sherry over the fillets. Mix the soy sauce and sesame oil in a small bowl and drizzle it over the fillets. Season the fillets with freshly ground pepper.
Cover the pan and bring water to a boil over medium-high heat, then reduce to a simmer. Steam the fish until just opaque in the middle, about 10 minutes for fillets 1 inch thick. For thinner fillets, try 8 minutes or so. Meanwhile thinly slice the remaining scallion.
Transfer fillets to individual plates with a slotted spatula. Spoon some of the cooking liquids over the fillets (if you steamed a whole fish, I wouldn't do this—the liquids would probably be too fishy). Top with remaining cilantro and scallion slices. Serve.