Probably a bit late with this, but...
Yes, you do want to oil your grill well, and use moderate-to-high heat to prevent salmon (or pretty much any filleted fish) from sticking/breaking apart.
I also have one of those long, narrow "fast-food" burger flippers that I use almost exclusively for grilling fish (even tuna steaks, etc). It can get under the entire piece of fish at one time, so there's less risk of tearing/breaking. They do sell extra-wide metal spatulas that are made for this purpose, but I got mine at a flea market for 50 cents!
--J