Like Bucko said, you have to remove all of the bloodline or you'll be very disappointed in the taste. If you plan on eating them, I suggest getting them from the clearest/cleanest fishery you can find as they seem to taste better. One way I really like to prepare them is to make a small aluminum foil pan or you can even use a pie tin, spray it down with some cooking spray and set it on the grill. Put it over medium high heat and let it get nice and hot. Once it's up to temp, place your fish on there and leave it for 1-2 minutes to cook. Then, take a mixture of melted butter, lemon juice, oregano, salt, pepper and fresh garlic and pour it over the top of the fish. Close the lid again and let it cook for another few minutes until the meat flakes apart easily with the press of a fork. You can then remove it from the grill and eat it as is or the way I prefer in a warm tortilla with some lime juice, cilantro, slaw and a slice of avocado.