BBQ: Thaw halibut in fridge overnight. Preheat BBQ on high, oil the grill, season the fish and brush the bottom side with oil. Place on grill, close the lid and turn heat to medium. Don't flip, and cook for 4-6 minutes. Grill a halved lemon at the same time, to squeeze on afterwards.
Lemon juice on top just before eating is highly recommended for any cooking method (grilled or not).
Oven:Thaw halibut in fridge overnight. Preheat oven to 400F and bake for 8 minutes, with sauce on top.