Gut the fish if necessary and rinse well inside and out.
Mix the lemon juice and olive oil together is a small bowl.Make ½-inch deep slits about 1-inch apart down both sides of the fish.
Lay them into a shallow sided baking dish and pour the marinade over them.
Let them marinate about 30 minutes. Prepare the grill and let it burn down to medium-hot coals.
Remove the fish from the marinade and place them on clean well oiled grates set 4 to 6 inches above prepared coals or fire, and about 3 inches apart. Baste with marinade, and close the hood of the grill. Cook until fish is opaque and moist on the inside, about 6 to 8 minutes for fish less than 1-inch thick, and 10 to 15 minutes for fish larger than 1-inch thick.