Was off shore last year with a buddy and we got a thresher. I don't marinade or mess with it at all. Grill it till it's cooked through and serve. Hardest part is probably telling when it's "done" because it's still super moist. Worst thing I did with a steak last year was cook it well-enough for my wife. Was barely edible.
Delicious though, I love it! I wish I had the ability to get out more often for thresher or mako.
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