- Prepare grill over medium-high heat. Using a sharp knife, make 4-5 slits into the sides of each fish. Coat the fish with oil and place lemon slices and a few sprigs of thyme into each cavity. Season liberally with kosher salt and freshly cracked pepper.
- Grill fish over direct heat for 6-8 minutes on each side, or until flesh flakes and is cooked through. Remove from grill, sprinkle lightly with sea salt, and squeeze remaining lemon juice over fish. Serve immediately.