From what I hear - If you like FISH and you're cruising the islands, you are lucky in many ways.
A friend who I used to sail with here bare-boat chartered in the Aegean. On many of the smaller islands, you will find a carefully hidden harbor and fishing villages where you can buy FRESH catch-of-the-day right off the boats and from what I heard, most of it was excellent. If this is the case, I find that with really good, fresh stuff, simpler is better - add a little smoke wood to the grill, drizzle fillets with a little olive oil and one locally selected herb and cook over medium heat until done.
Enjoy you lucky dog!