To be honest with all of you, I do not like bluefish except when it is smoked. There is something about the oilly taste of the flesh that a few years ago I took as a personal challenge to try to overcome. Here is what I found after experimenting with quite a few fillets most of which ended up in the compost.
Brine the fillets with a dry mixture of salt for maybe 10 minutes at the most and then rinse throughly. It actually seems to remove some of the gameyness and tightens up the flesh. I have only done this for the grill so I can't tell you if it helps with other styles of cooking.
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