Place the bag with the marinade and salmon fillets in the refrigerator for 30 minutes. 1  Salmon, like all fish, is not as dense as red meats and poultry. 2  Remove the salmon from the refrigerator at least 10 minutes prior to cooking.reheat the grill. You can use both gas and charcoal grills to prepare salmon fillets. 1  If using a gas grill, preheat the grill to 450 degrees Fahrenheit (232 degrees Celsius). 2  If using a charcoal grill, spread a layer of charcoal onto the bottom of the grill and light.