Defrost the fish in the refrigerator 24 hours in advance by placing it in a colander set in a bowl.
Preheat the grill, grill in the oven, or light the coals in the brazier. Cut the fish into 6 butterfly steaks on the skin. Salt and pepper, grease on all sides with vegetable oil.
Saute fish to desired doneness, serve immediately with lemon wedge and dill.