Mexico's yucatan is home to a number of excellent seafood dishes, and this one is a take on a classic found in diana kennedy's "Cuisines of mexico. " Grilling is one of the best ways to cook red snapper, and the spicy rub you give the fish adds a lot of depth to an otherwise mild fish. If you can't find snapper, try any of the following: pacific rockfish, striped bass, any seabass, catfish, walleye, haddock or yellowtail. Make sure you have fillets with the skin left on for this recipe.