I combined a few techniques that were designed to make bluefish more palatable. I think the combination worked well. The marinade was fragrant and acidic, and the fish was not too fishy and in fact was moist and pretty complex. I'd recommend this to really anyone, although people who do not like fish and only prefer very very white fish may not like it.
2 lb bluefish, filleted
4 C whole milk
1/2 C soy sauce
1/2 C rice wine vinegar
1 T fennel seeds
1 T ground ginger
1/2 T dill weed
1 large shallot
Put the fillets into a baking dish and cover with the whole milk. Let it sit in the milk for at least 2 hours before cooking.
Remove the fillets from the milk and drain. Preheat the oven to 500°. Combine the remaining ingredients (mincing the shallot) and whisk well.
Pour the marinade over the fillets in an oven safe pan.
Put in the oven for 18 minutes, and it should be ready, but check with a fork. The flesh should flake easily. Serve immediately.