This one's simple as can be...
Bluefish fillet - taken from a fish that is immediately dispatched, preferably bled by cutting the white members that attach gill rakers and held in the water for a while. Otherwise kept very cold until ready to eat.
Leaving the skin on makes it easier to grill the fillet without a basket grill, but usually requires scaling. If nothing else slit the skin to prevent or reduce curling. The slits are cut thru the skin at an angle from dorsal to ventral in parallel from front to back. Lower temp / longer time grilling or tin foil reduces this concern.
Anyway, bathe fillet in extra light olive oil, the kind that does not have a green tint. Sprinkle generously with Chef Paul Prudhomme's Seafood Magic spices, or for a very spicy cajun fillet use Redfish Magic instead.
Marinate several hours and you'll note that the oil takes on the red color from the spices. Grill and enjoy!
Note: you can baste with the flavored oil as you cook, and basket grills (hinged) are the best way to go. You should skin the fillet and let it marinate all around if you have a basket.
BTW - this is an all-around grilling method that is perfect for bonito, striped bass, jumbo shrimp (ala Boneclave), swordfish, mahi-mahi, and other firm strong flavored fish.
This same spice (dribbled with butter) makes split in the shell king crab legs better than you get at any restaurant!