Preheat the oven broiler. Whisk together the mayonnaise, feta, dill, mint and lemon juice in a small bowl.
Lay the Mahi Mahi on a greased, foil covered baking sheet. Spoon the mayonnaise mixture over each filet, making sure to completely cover each.
Lay three lemon slices over each filet and drizzle with olive oil.
Broil 8-inches away from the heat until cooked through (about 14-16 minutes). NOTE: If lemon slices begin to brown before the fish is cooked, cover with foil.