Have your fish monger clean (scale, gut and trim the fins of the fish -- or use a pair of kitchen sheers to remove the fins yourself - cut the fish's tail into a V-shape for a nice presentation). Place the fish in a shallow baking pan and set aside.
Mound the minced garlic, scotch bonnet pepper and kosher salt together on a cutting board. Use the side of a chefs knife to flatten and grind the garlic, pepper and salt into a paste. Transfer to a small bowl.
Add the black pepper, scallions, shallots, lime juice and olive oil. Stir to combine and set aside.
Fill the cavity of the fish with thyme sprigs, sliced onions and a few of the limes wedges that have already been squeezed for the juice. Pour the marinade into and over the fish and cover with plastic wrap. Refrigerate for one hour so the flavors can penetrate the fish.

In a small bowl, combine the egg yolk, dijon mustard, and garlic. Whisk to combine. About 1 tablespoon at a time, drizzle oil into the egg yolk mixture and whisk (in the same direction) until the oil is emulsified into the egg yolk. Continue very slowly drizzling the oil into the egg yolk, whisking constantly until all of the oil has been incorporated into the egg yolks and forms a very thick mayonnaise. Add lime juice and whisk to combine. Taste for seasonings and adjust according to your tastes. Cover and refrigerate.

Yellow Tail Snapper Recipes