"A fellow spear-fisherman gave me this recipe as a way to take advantage of some of the stronger tasting fish that we bring up off of the Carolina Coast. I have used both Cobia and Amberjack to make this recipe and both were sensational. You will need large fillets to make this recipe."
Preheat an outdoor grill for medium-high heat and lightly oil the grate.
Cut cobia fillets into long strips about 1/2-inch thick and 18-inches long.
Place a strip of bacon atop each strip of fish. Starting at one end, begin to roll the layered strips into a flat coil like a pinwheel or the classic-style lollipop. Thread onto metal skewers to keep together.
Cook on preheated grill, basting with barbecue sauce, until the fish is firm and flaky and the bacon is cooked through, about 5 minutes per side.