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Pick meaty fish and don't move it until you have to.
You can also do various wrapping techniques - parma ham/baking paper/etc. have a search and see what takes your fancy.
One of my absolute favourite things is whole grilled sardines. I normally make a big mix lemon thyme, seasoning and oil... maybe some bay salt rub them all in that and chuck on whole on a high heat. Unfortunately it always seems to be hard to get sardines here.
Any suggestions for cooking fish on a barbecue? I never cook fish so pondering what fish to get and how to cook it. Should I get one of those cage things or are they unnecessary?