Grilled Fish Tacos 27 Instead of deep-frying the fish for these fish tacos, we coat the fish with a flavor-packed chile rub and grill it instead. Make sure the fillets are no more than 1/2 to 3/4 inch thick so they cook quickly. Sometimes flipping fish on the grill can be tricky since the fish can stick to the grill or fall apart. The solution is to invest in a grill basket that easily holds 4 to 6 fish fillets and secures the fish in the basket for easy flipping. If you don't have a grilling basket, make sure the grill is hot and well oiled before adding the fish.