The secret to successful sablefish cookery is to not overcook it. Whichever of the following cooking methods you choose, your sablefish will be cooked when its flesh becomes opaque yet is still moist on the inside.
Place sablefish in a greased baking dish and place on a baking sheet. Brush with melted butter or oil and season with salt and pepper, cover with a sauce, or wrap in oiled foil. Bake in a preheated 450°F (230°C) oven until done, about 10 minutes per inch (about 2.5cm) of thickness of the fish.
Place fillets over perforated foil on the grill, 4 to 6 inches (about 10 to 15cm) above prepared coals or fire. Baste with butter, oil, or marinade and close hood of grill. Cook until fish is opaque and moist on the inside, 6 to 8 minutes.
Place seasoned and/or marinated sablefish on a well-greased broiler pan. Broil under a preheated broiler 4 to 5 inches (about 10 to 12.5cm) from heat. Cook until opaque and moist on the inside, 6 to 10 minutes.
Dredge sablefish steaks or fillets with seasoned flour, crumbs, or cornmeal. Shake off any extra coating and fry in a small amount of hot butter or oil, turning once halfway through cooking time. Cook until fish is opaque and moist on the inside, 4 to 8 minutes.
Bring poaching liquid, consisting of water, broth, and herbs and spices, to a simmer. Slip in sablefish, then cover pan and keep the liquid at a simmer for about 8 minutes per inch (about 2.5cm) of thickness of the fish.
Place sablefish on a greased perforated rack over 1 to 2 inches (about 2.5 to 5cm) of rapidly boiling water. Cover with a tight-fitting lid and keep water at a constant boil through cooking time, 8 to 10 minutes per inch (about 2.5cm) thickness of the fish.