Sprinkle coarse salt on inside and outside of fish. Leave to stand for about 30 minutes. Rinse off salt and pat dry with a paper towel. Use a sharp knife to slash a few deep cuts diagonally into skin on both sides.
Filling: Heat butter in a medium heavy-based saucepan and sauté onion for a few minutes until soft. Add remaining ingredients.
Stuff fish with the nut mixture and close securely using toothpicks or skewers to ensure that filling does not fall out.
Basting sauce: Mix all ingredients together.
Place fish in an oiled hinged grid over moderate coals and grill for about 15-20 minutes. Turn and baste frequently on both sides with basting sauce until golden brown. Serve with lemon wedges.
Use leftover fish in a salad or phyllo pastry parcels.