To get plenty of smoky flavor into the fish, choose a thick fillet and keep a low heat on the pellet grill. Since sea bass cooks fairly quickly, this recipe works best for thicker fillets that take a bit longer to cook.We added a light, refreshing lemon sauce that does not overpower the smoke-infused sea bass. For an extra vibrant flavor, we chopped the peel of a Meyer lemon. If you can't find a Meyer lemon, omit the chopped peel from the sauce and add lemon zest.