4. Place whole bluegills and halved lemons (cut side down) on the clean, oiled grates and cover. Cook for 3 to 5 minutes, or until the skin starts to crisp. Use a wide, flat spatula (or a fish spatula if you have one) to carefully turn the bluegills. Cook them on second side for 3 to 5 minutes, or until the skin is crisp and the flesh is white and flakes easily.