Easiest method to stay moist..use a tinfoil pouch, you add the fish, seasoning and some veggies and then fold the tinfoil to make a pouch. This does not create the char or crunch texture from direct contact grilling.
Grill pan with flat surface and holes works or one with grates that are closer together but make sure to coat it lightly with oil. You want to heat the pan first in the gril to get the sear/char/crunch.
A soaked Cedar plank works great too, especially with Salmon.