My family has made bluefish for a long time and it is a wonderful fish when you learn to cook it right. I wish I could just tell you the recipe straight up but due to my french heritage it is a family pride thing to retain our recipes.
But I will give you some pointers to help you out. The poached salt/ vinegar idea works but it also destroys the natural flavors locked inside the fish. The key is bringing these flavors out while disposing of the harsh fishy taste. Thus, there is a couple different tricks to doing this. The best ingredient by far is citrus. Lime and lemon are wonderful additives to removing fishy taste. In my experience, working with bluefish requires lemon. Its tangy enough to cover and sweet enough to bring out the good.
First, you want to start with a whole blue fish, you can have the head remove but bluefish doesn't do well in fillets. (Also make sure the scales are removed). So retain the whole fish!
Next, you want to ensure that the inside of the fish is thoroughly washed, running fresh water through it a couple of times and pulling out any little pieces inside the gut cavity is the best way to ensure it will taste good. See a bluefish is a predator fish eating all kinds of smaller fish which themselves eat nasty things. The meat sits inside the gut and causes the fish guts to become nasty, this in turn can transfer into the meat.
Allow the fish to air dry for like ten minutes so there isn't any water remaining when you add the oil. You can also paper towel dry.
Next add some olive oil just enough to make an oval in the bottom of the dish, don't let it stretch to the sides you will set the fish in the oval. Use a Pyrex glass dish large enough to hold your fish but also fit somewhat snuggly. I usually run a nine inch to two small bluefish. And a fifteen inch to two large bluefish.
Now salt and pepper on both sides, and also apply a generous amount, but not too much, salt on the interior of the cavity this will help with the flavor.
Set the fish in the olive oil and apply any other seasoning you desire. Italian works well as well as mrs dash but i wouldnt stray too far from that.
Next cut a lemon in half. wedge one half and lay it across the fish setting the pieces on the top. Use the other half to squeeze the juice onto the fish.
Slice up some frech garlic cloves about two per fish and place them onto the fish.
Next you want to add sprigs of thyme around the fish. Don't use the dried pieces in the bottle. buy fresh sprigs and allow to air dry for a day or two before use.
Next get a bottle of really good fish sauce. The best you can buy if you can find it is the Viet Huong Triple crab brand. you can usually find it in any asian market.
Sprinkle a good amount of that on the fish.
The real secret ingredient is a family recipe from Madagascar. All i can say is food process some onion and tomato together, apply olive and salt and some lemon juice. Pour that over your fish not necessarily covering it and then bake it in the oven. Depending on where you live there will be two settings for your oven. In a humid location run it on 400 degrees for about one hour checking periodically the last 15 minutes. If in a dry location run it on 350 degrees for an hour checking as well. You dont want the fish to overdry so check for moisture and any indication that the top layer is becoming too dry. REfrain from opening the oven during the first forty-five minutes.
Play around with this to find the best taste for you. The key is the tangy mixture of the fish sauce and lemon. You should eat this with jasmine rice and a preferred vegetable. I usually saute bean sprouts with fish sauce and soy sauce and the recipe from madagascar. If you can find a good recipe for Nuoc Mam this is a good ingredient to sprinkle over your rice and fish to flavor.
Good luck!!
