Grilled Snapper with French West Indian Caper Sauce

Here’s how fish is served at the open-air cook stalls lining the beaches of Guadeloupe. The marinade features the four essential flavors of the French Antilles: lime juice, Scotch bonnet chiles, garlic, and fresh thyme. Pair them with a caper sauce invigorated with more Scotch bonnet and you get an electrifying dish your taste buds won’t soon forget. This recipe calls for snappers, but any whole fish would work. (For that matter, you could use fish steaks