Make sure you PIN Grilled Whole Red Snapper! The first step to cooking a whole fish is learning how to find the right fish to purchase. You want to look for a fish with bright, clear eyes, firm to the touch and no overwhelming fishy smell. You can also check the gills to make sure they are a bright red.
Heat the oven to 450° instead of lighting the grill. Put the fish on a rack in a roasting pan; cook until just done, about twenty minutes. No need to turn the fish while cooking. Snapper is a delicate fish, and though grilling adds some stronger flavors, you'll be best off with a fairly neutral but crisp white.
Transfer the paste to a small bowl and stir in the oil. Make 5 parallel 3-inch-long slashes on each side of the snapper, slicing almost through to the bone. Lightly season the fish with salt and fill the slashes with the paste. Rub the fish all over with canola oil.
Unwrap the fish and arrange the asparagus stalks all around it. Drizzle with remaining olive oil and sprinkle with remaining salt. Spoon half of the onion mix on top of the snapper and place the casserole dish back in the oven. Cook everything uncovered for 15 minutes. Remove from the oven and serve hot with remaining onion mix on the side.