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To prepare the lemon aioli: In a small bowl, combine the mayonnaise, lemon juice, zest, garlic, and 1/4 teaspoon each salt and pepper.
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Mix well.
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Transfer the aioli to a tightly covered bowl or jar and refrigerate until ready to use.
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You can make this up to 3 days ahead.
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Preheat the oven to 450F.
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Put the Brussels sprouts in a large mixing bowl.
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Add the olive oil, pancetta, and thyme; season with 1/4 teaspoon salt and a pinch of pepper.
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Mix until the oil coats the sprouts.
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Put a large ovenproof skillet over medium-high heat.
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Dump the Brussels sprout mixture into the hot skillet.
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Cook, stirring often, until the pancetta renders its fat and the sprouts start to brown, about 4 minutes.
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Transfer the skillet to the oven and roast the sprouts, periodically shaking the pan or stirring with a large spoon to keep the pancetta from sticking and burning, until tender, roughly 15 minutes.
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Remove from the oven and cover to keep warm while you cook the fish.
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Season the grouper on both sides with a fair amount of salt and pepper.
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Put a large skillet over medium-high heat and coat with the canola oil.
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When the oil is shimmering, carefully lay the fillets in the hot pan.
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Sear for 3 to 4 minutes without moving them around to help form a good sear and crust.
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Carefully flip the fish over and transfer the pan to the oven.
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Roast until cooked through, 3 to 4 minutes, until a fillet feels firm when you press it.
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To serve, put the grouper in the center of 4 plates, drizzle with olive oil, scatter some lemon zest on top, and dust with paprika.
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Put a nice big pile of the Brussels sprouts on the side.
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Spoon the lemon aioli into 4 small ramekins or bowls.
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Garnish with thyme sprigs.