Salmon fillets are versatile and delicious, but they cook quickly and require a bit of technique to get right. They are generally prepared by baking, broiling, grilling, pan-searing, or poaching them. Adding a marinade is a common way to infuse the fish with extra flavor.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.