Place the fish along with all of the other ingredients except the kosher salt into a large plastic bag and marinate for 24 hours.
Preheat oven to 350 degrees F. Heat a grill to medium high.
Remove the fish from the bag and sprinkle with the kosher salt, lemons, and thyme. Place lemon slices and thyme sprigs into the slits. Place on the grill and cook for 5 minutes per side. Transfer to a cookie sheet and bake in the oven for 20 minutes. Serve with lemon wedges.
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