Prepare the sea bass by snipping off the side and back fins with a strong pair of scissors. With a fish scaler or large, strong knife, scrape off the scales. This is best done by holding the fish by the tail in a sink and scraping downward. It is essential to do this thoroughly. Clean the fish by running a sharp knife up from the base of the belly to the head. Remove the innards and rinse the fish well.
To cut into fillets, lie the fish on its side and, using a sharp filleting knife, carefully slice along the backbone, from tail to head, keeping close to the bones with the blade so as not to waste any flesh. Then cut downward around the head, which will enable you to remove the fillet. Repeat this on the other side of the fish.
Place the fillets skin side down and run your hand over them to check for any bones. Pull out any that remain using tweezers. Cut each fillet into 3 equal portions.
Lightly brush the pieces of fish with oil, season well with salt and pepper, and grill for 3 minutes on each side, or until cooked.
Serve with lemon.