This was from an old thread but is a classic:
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The best recipe i have found for bluefish may be a little complicated.. dig a hole on the beach appx. 1-2 feet deep and build a fire, charcoal can be used. let it burn down to embers. next take your bluefish fillet, season with whatever spices that will float your boat, tightly wrap up in aluminum foil and lay it down on top of the hot coals, then cover with some rock weed and cover with the sand. after appx 45 minutes dig up the bluefish and unwrap.. discard the bluefish and eat the foil..
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Seriously - the best thing to do with a bluefish is to bleed it immediately and some say to fillet it an put the filets in milk or mayonaise.
I am not a fan of bluefish and don't keep it to eat...