I'm with Steve, I like bluefish, too. Well let's just say I don't mind a fishy tasting fish as some refer to bluefish. Mostly grilled after marinading in one of the Lowrey's marinades (I think it's lemon dijon) for a few hours, then roll it in seasoned bread crumbs and I then add on more butter and a lot of lemon while it's grilling.
There's also a bluefish dip out on the internet somewhere (might also called a pate`, but we're supposed to be boycotting the French, so call it American bluefish dip). I also tried bluefish on my smoker after reading an article in On The Water a while back. Came out pretty good. I think red wine was the primary marinade for that.
Just a comment on John's earlier reference to mayo. If I'm grilling swordfish, shark or tuna steaks, the only thing I use is a fairly thick layer of mayo on the whole thing. Helps keep it moist and by the time it's done the mayo has pretty much cooked off.
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