Or buy fish that are small enough to oil well and stick, in their shimmering entirety, on a hot grill. Little sardines and small mackerel, which are some of the best fish to buy anyway, just need to be cooked whole, hot, and fast. They can be served a few per person. They are as easy to cook as hot dogs and should be cooked the same way: allowed to char, flipped over once, then moved onto waiting plates.