Salt the cod immediately. Sprinkle the kosher salt evenly over both sides of each fillet the moment you commit to making this at least 15 minutes before the grill comes on. Here’s the reasoning that matters: salt first pulls moisture to the surface, then reverses course and moves back in, carrying seasoning deep while firming the proteins. The payoff is cod that’s seasoned all the way through and steady enough to survive one decisive flip. Salt it at the grill and you only season the outer millimeter while the surface water steams. And don’t push the salting past an hour the exterior starts to set and turns dense.
Make the sauce and let it sit. Whisk the yogurt, mayonnaise, dill, lemon juice, garlic, salt, and a few cracks of pepper in a small bowl. Taste it it should be bright enough to make you wince pleasantly. Set it aside for at least 10 minutes; the garlic sharpens and the dill settles in. Pro tip: leave the sauce out of the fridge for those 10 minutes, because arctic-cold sauce dumped on hot fish reads lukewarm in the middle. Nobody wants that.
Dry and oil the fish. Before grilling, blot the salted fillets dry with paper towels the salt has done its job, and any sitting moisture is now just steaming fuel. Brush both sides lightly with oil and add cracked pepper. No pepper on the salt-early step; salt and pepper each get their own moment.
Heat the grill to medium-high. About 450°F (230°C). Oil the grates with a paper towel held in tongs, because oiled grates plus oiled fish is the combination that lets white fish release instead of tearing.
Grill, flip once, resist the urge to fiddle. Lay the fillets on and leave them alone for 4–5 minutes. Don’t pry. When the fish is ready, a spatula slides beneath it with zero resistance if it sticks, give it 30 more seconds and try again. Flip once and cook 2–4 minutes more, until the thickest part of the biggest fillet reads 140–142°F and the flesh is opaque, flaking when you nudge it. (Carryover heat carries it the rest of the way to 145°F.) The topside should be pale gold at the edges with a faint toasted-sweet smell.
Rest, then sauced. Let it rest 3 minutes, then finish. A short, uncovered rest lets the flakes settle so they hold together on the way to the plate. Spoon the dill sauce generously alongside (or over, for cod it doesn’t fight the sauce), tuck in lemon wedges, scatter a little extra dill, and get it to the table before the smoke stories start.
