I like doing them whole on the BBQ...make sure you bleed them first...gut and gill them...and scrape out the black lining in their stomach cavity...all of it...garnish with whatever you like and wrap in foil...I usually do lemon ,salt and pepper and garlic...very easy to do on the BBQ...
A lot like to fillett them as well and you don't need to worry about the black lining then...
Thye are a great tasting fish...