I'm Asian and I'm used to eating the fish whole, head on and all.... Usually we take a red fish, gut it, stuff the insides with sliced onions, pour a little scallion oil on it. Then wrap it in foil and throw onto the grill for 20 minutes. It'll steam itself inside the bag.
After that's done, take some soy sauce, ginger, onion, and water and heat it on the stove. Basically making a very thin sauce for it. And you can either pour the sauce over the fish or dip the fish in the sauce.
Usually we have vegetables like cucumber, lettuce, and cilantro with it, along with vermicelli noodles and rice paper. We wet the rice paper, load on the veggies, some noodle and some fish, and roll it.
When you peel open the foil, the skin/scales will come up with it. But you can also take off the scales first if you like.
Another thing to try on the grill. Use filets that have the skin and scales left on one side, but bare meat on the other. Make a basting sauce of butter, a little lemon, some garlic, your favorite seasoning mix, and a little Lea and Perrins. I don't have a recipe, I just go with what looks good.
Grill the fish on med heat, about what you might use for hamburgers, scales down. Baste often with the sauce. Cook until the fish flakes open. To test, see if it pulls away from the skin with a fork. Makes a great "baked" fish. Adjust the sauce to your own tastes.
Steam your fillets over a bed of celery and onions. This can be done stovetop or in the oven.
I typically use a cast iron frying pan. I cover the bottom of the pan with 2" of chopped celery and white onions. Season with salt and pepper. Add a little water then lay the fillets on top of the mixture. I put lemon juice, salt and pepper on the fillets. Cook until the fillets are tender. Don't worry about wasting the onion and celery as they are quite tasty when prepared this way.