jgd, do you know if the bloodline was removed before filleting?
i've heard cobia can taste oily or "off" if the bloodline is not immediately removed and the filets iced. also, smaller ones are much more delicate flavoured; bigger are more fishy tasting.
if you've got some good filets, broiling with a chunks of dill/basil on top, and sprinkled with a bit of paprika is a good way to go.
there's always blackening fish filets, but that has to be done right or you're just eating burned fish.
in nomine patri, et fili, et spiritus sancti.
Meh nom eh noh...doot dooooo do do do.