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1
Preheat a grill to high (if using a charcoal grill, the coals are ready when you can hold your hand 5 inches above grill for just 2 seconds).
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2
Brush 2 large fish-grilling baskets with oil.
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3
Using a sharp knife, make diagonal slits (in serving-size portions) along both sides of fish.
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4
Season both sides with salt and pepper.
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5
Reserve 6 to 8 lemon rounds and a few sprigs of thyme; place remaining lemon rounds and thyme inside fish cavities.
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6
On a large cutting board, lay 2 bacon slices end to end, slightly overlapping; repeat with 6 more slices, laying pairs parallel to one another, 1 inch apart.
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7
Center 1 bacon slice at top and bottom, 1 inch apart from and parallel to overlapping slices.
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8
Lay fish over bacon, placing head and tail on single slices.
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9
Wrap fish in bacon, and secure with toothpicks.
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10
Tuck a few reserved thyme sprigs under bacon.
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11
Place fish in basket.
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12
Repeat with remaining fish, bacon, and thyme.
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13
Grill fish, covered, turning once, until opaque throughout, about 10 minutes per side.
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14
Transfer to a platter.
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15
Grill reserved lemon rounds until lightly charred.
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16
Garnish fish with thyme, grilled lemon slices, and lemon pieces.
