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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to High and preheat, lid closed, for 10 to 15 minutes.
Clip the fins and remove the gills from the fish. Stuff cavity with thyme and lemon slices. Whip the egg whites to soft peaks and fold in the sea salt.
In an oven safe dish, lay down half the egg and salt mixture and place the fish on top. Place the remaining salt mixture over the fish pressing to completely and tightly enclose the fish.
Place directly on the grill grate and bake for 30 minutes or until a thermometer poked through the salt crust and into the flesh of the fish registers an internal temperature of 135-140 degrees F. Remove fish from the grill and let stand 10 minutes.
Using a wooden spoon, strike the crust to crack it open and brush remaining salt from the surface of the fish.
Remove the skin and drizzle fish with good olive oil and a squeeze of lemon. Enjoy!
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