Roast the whole fish in the oven or on the grill. All it needs is a sprinkle of salt and some olive oil, or you can stuff the cavity with lemon, herbs or other aromatics. If you want some guidance on how to cook a whole fish, Melissa Clark from the New York Times has a great video tutorial.
SAFE HANDLING— Keep frozen until ready to use. Remove from packaging and defrost in the refrigerator 8-10 hours before use. Do not defrost at room temperature. Once defrosted, do not refreeze and use within 3 days.