I get to enjoy my favorite freshwater fish fresh-out-of-the-water as I enjoy fishing (particularly fly fishing). As for saltwater fish, I've most recently enjoyed Striped bass I caught on Cape Cod. Although I've fly fished for them each Spring for the past 31 years, I've only ever kept one fish to eat; it's been a purely catch-and-release activity otherwise.
But my all-time favorite salt water fish was Dolphin (Mahi Mahi) fresh out of the water in Loreto, Mexico. I went on a salt water fly fishing trip there many years ago with a group of friends from the Cape Cod fly fishing gang.
Each day, we tasked one or two guys with keeping a fish or two. When we came in, we'd drop off those fish at a local restaurant; a different one each time. The chef would prepare them for dinner for us that evening. And, each evening, at each restaurant, I'd say the same thing,
"Wow! That was the best fish I ever had!"
It was a culinary delight! One famous chef even came outside to pose for a photo with us... (I'm on the far left of the photo).
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