Yes I have, And Tuna steaks, Swordfish steaks . Shark meat is out of this world when cooked in the first 24 hours of catching it however you have to be very careful how you clean them. Most of my big fish I like to blacken with Nawlin's style spices and on the Mahi Mahi add pepper jack cheese and hot salsa......Umm..umm..umm. !
I'm not as fond of the "steak" like fish. I like them fine, just not as much.
I take it you're not a big fan of Pompano. Or maybe its difficult to get fresh where you live.
I grill them. Sometimes whole. If you don't mind the fat content Pompano is incredible.
Speaking of grilled fish...what about Amberjack?