We have recently been getting tired of frying and started using the classic fish basket with success. We pre-cook asparagus just a bit, spray the filets with a pump bottle of spray-on butter stuff (forget brand), season the filets with seasoning salt and pepper, then lay THINLY sliced lemons on the filets. I get the smoker box on my Weber stoked with Alder and then I "bake" the filets for maybe 10-15 minutes rotating evey 5 min or so. My grill cover closes on the handle on keeps the fish basket just above the grill/smokebox. I check the temp of the filets toward the end and shoot for interior 145F. We will double-layer the belly filets so they are same thickness as the backs for even temps and doneness.
The combination of toasty lemon, barely browned outer filets, perfectly juicy (dripping all over) interior, and slight smoke is really something I've never tasted anywhere else. Sort of a Moroccan Lamb approach using walleyes. It's awesome and a great alternative for wives who get sick of men's desire to greasy fry all the time.
lemon slices on filets - asparagus fills the gaps
here is the handle sticking out during "baking".
When I close the grill it lays on the basket handle and holds the basket up off the grates and smoke box perfectly... by chance. This is the angle approximately.
Finished lemony savory lightly smoky filets and toasted asparagus.
I bet a Big Green Egg's real lump charcoal would put this recipe over the top.