In a saute pan over medium heat, heat the bacon fat. Add onions and cook for 4 to 5 minutes, until caramelized. Add celery and cook for 5 minutes more. Add sherry, stir and reduce by half. Add the dill, celery salt and pepper, and combine well. Add crackers and stir to combine. Remove mixture from the heat and cool.
Brush skin of fish with olive oil. Season small bluefish filets with salt and pepper. Place 1/4 cup of the stuffing into center of each filet. Fold/roll tail over to encircle stuffing. Hold stuffed filets closed with tooth pick in center.
Place filets in buttered baking dish, skin side down. Drizzle any remaining oil over top. Roast in oven for 16 minutes or until center is cooked to 145 degrees.