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When ready to cook, start the Traeger grill on smoke with lid open until fire is established (4 to 5 Minutes). Set the temperature to High and preheat, lid closed, for 10 to 15 minutes.
Lay Halibut fillets on a sheet tray. Drizzle with olive oil, sprinkle generously with sea salt, and then use your hands to coat the fillets thoroughly with the olive oil. Let sit for 5 minutes.
Make the tartar sauce at least an hour ahead of time so that the flavors have time to meld.
Tarter Sauce: In a bowl, combine mayonnaise, dill pickles, capers, lemon juice and mustard. Mix. Fold in the herbs and add salt to taste.
Place the fillets directly on the grill grate with the presentation side up. Close the grill quickly to maintain heat and cook on High until the fish starts to look opaque (about 10 minutes).
Switch the grill temperature to the “Smoke” setting and continue to cook fish for 3-5 minutes.
Transfer the fish to a serving tray and serve with lemon wedges and the tartar sauce. Enjoy!