One of the easiest ways to cook it, especially your first time, is to wrap it inside aluminum foil and cook on a grill over medium heat... usually about 20 minutes is fine, depends on the thickness. Before you seal up the foil add whatever seasoning/marinade you prefer. A mix of white wine, butter, slices of garlic and lemon juice/slices across the top work well for this method. Steam cooks it and keeps it moist. A good teriyaki sauce and pineapple chunks works well with this method also.
Enjoy.
Try Steelhead next.
