Serve immediately or store in an airtight container for a day or two. Season with hot pepper sauce and more lemon juice, salt and pepper to taste. The purée should straddle the consistency line between a pâté and a mousse. Add the onions, the strained juice of half the lemon and a pinch each of salt and pepper, then pulse again to combine. Add the cream cheese, butter and Cognac and pulse to combine. Make the pâté: Flake the bluefish into the bowl of a food processor, discarding the skin.Cover the grill and cook until the fish is opaque all the way through, about 6 minutes more. Cook, covered, for 4 minutes, then transfer to the side of the grill without coals. Place the fish, flesh side down, on the grill directly over the coals.
Remove the fillets from the brine, (discard brine) and place on a wire rack, skin side down.
Submerge the fillets in the brine and refrigerate for 12-16 hours. Rub the fish with the olive oil and sprinkle generously with salt and pepper. Combine all ingredients, bring to a simmer and stir to dissolve. When the coals are covered with gray ash and the fire is at medium heat (you can hold your hand 5 inches above the coals for 3 to 4 seconds), add a handful of the wet hickory chips to the fire. Let it cook and sizzle away for 4-5 minutes, then flip the fish and pour a little more of the seasoning marinade. When the oven is ready, put the filets on the cast iron skillet and use an oven mitt to transfer the pan into the oven.