Smoked Sablefish is a staple at Jewish Delis in New York and other cities. The meatiness of the flesh allows it to brine and smoke beautifully, and it is almost impossible to overcook. A classic preparation is to marinate in miso and sake for up to 4 days then broiled, skin side up.
Combine 1 cup sugar, 1 cup Mirin, 1 cup white miso and 1 cup dry sake, bring to a boil until the sugar has dissolved. Cool completely then pour over the fish allowing it to marinate for up to 4 days turning once a day. The broil about 5 inches away from the grill until the skin is crispy (carefully, as all the sugar can burn, in which case move the fish a little further from the broiler). Flip for the last minute to cook all the way through.