If you are catching large blues, you have to remove the dark flesh which contain oil. That strip generally will spoil the taste for you with blues if you don't. I like to filet the fish and then I put old bay on them, a little salt & pepper, a layer of sweet vadalia onion. A small amount of either olive oil or, I also like Parkay, is rubbed on the filets, then wrap them in aluminum foli and bake in the oven at 350 degrees until done. If you filet them, you can also fry them as you would any other filet. The smaller blues, called snappers, aren't really a problem as far as oil content, but the big ones definitely have to have the strip removed to taste good.
I fish the Solomons, but the USCG Station, and in O.C.. If you want to have a ball catching snapper blues, fish in front of Harrisson's Restaurant in O.C. when the lights are on. You'll notice all the birds diving for the bait fish going through the Inlet. Every cast will bring up a snapper blue.
Hope this helps. Hdriver