Grilled fish calls for the right wine pairing.
According to many specialists the best marinade for grilling most fish is simply a mixture of salt, pepper, and olive oil. If you are grilling a whole fish why not stuff it with lemon slices? This adds flavor and increases the cooking space. The most difficult thing is knowing when then fish is done: don't undercook or overcook the fish. You can tell from the fish's opaque color when it is ready to turn. But that won't help if you're cooking in foil.
In addition to the wines mentioned in our food pairing table you might consider a Merlot or a Chardonnay. Frankly, don't waste a Champagne on ordinary grilled fish.